+9,763.6%
ROL vs ECL
+14,336.9%
-4,573.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.0% | +0.1% | +1.3% |
| 7D | +7.5% | -0.5% | +8.1% | +7.7% |
| 30D | +21.1% | +8.8% | +12.3% | +17.0% |
| 3M | +3.1% | +7.8% | -4.7% | 0.0% |
| 6M | -27.4% | +21.3% | -48.7% | -33.2% |
| YTD | -34.7% | +17.8% | -52.5% | -39.3% |
| 1Y | -32.9% | +21.1% | -54.0% | -38.4% |
| 3Y | +6.1% | +80.1% | -73.9% | -17.7% |
| 5Y | +16.3% | +40.5% | -24.1% | -2.1% |
| 10Y | +214.9% | +197.7% | +17.1% | +89.3% |
| All | +9,763.6% | +14,336.9% | -4,573.4% | +2,505.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ECL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling