-34.7%
ROL vs ED
+27.1%
-61.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.0% | -0.2% | +1.6% |
| 7D | +14.6% | +5.4% | +9.2% | +12.4% |
| 30D | +29.3% | +16.4% | +12.9% | +23.4% |
| 3M | +2.0% | +11.9% | -9.9% | -1.8% |
| 6M | -28.5% | +11.6% | -40.1% | -31.3% |
| YTD | -35.3% | +24.1% | -59.4% | -38.0% |
| 1Y | -34.7% | +26.9% | -61.6% | -37.4% |
| All | -34.7% | +27.1% | -61.8% | -37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 1y: compounded portfolio wealth divided by compounded ED 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…
1y analysis · Full analysis span regression · 6 months rolling