+9,030.3%
ROL vs ECL
+13,009.7%
-3,979.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | -1.4% | -2.6% | +1.2% | -0.4% |
| 30D | -4.1% | -2.2% | -1.9% | -3.2% |
| 3M | -22.5% | +10.1% | -32.6% | -25.7% |
| 6M | -37.7% | -5.7% | -31.9% | -36.5% |
| YTD | -39.6% | +7.0% | -46.5% | -41.6% |
| 1Y | -36.0% | +2.7% | -38.7% | -37.1% |
| 3Y | -5.1% | +57.7% | -62.9% | -22.4% |
| 5Y | -3.4% | +31.1% | -34.5% | -16.3% |
| 10Y | +215.2% | +150.9% | +64.4% | +103.1% |
| All | +9,030.3% | +13,009.7% | -3,979.4% | +2,408.4% |
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