+207.9%
ROL vs ED
+104.2%
+103.7%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.9% | -3.5% | -2.9% |
| 7D | -3.4% | +0.5% | -4.0% | -3.6% |
| 30D | -6.9% | +1.1% | -8.0% | -7.3% |
| 3M | -24.6% | +4.6% | -29.2% | -25.9% |
| 6M | -39.5% | -2.0% | -37.6% | -39.2% |
| YTD | -41.1% | +11.7% | -52.8% | -43.7% |
| 1Y | -37.9% | +15.7% | -53.7% | -41.5% |
| 3Y | +0.8% | +34.4% | -33.6% | -10.7% |
| 5Y | -4.7% | +67.3% | -72.0% | -22.3% |
| 10Y | +207.9% | +104.0% | +103.8% | +139.1% |
| All | +207.9% | +104.2% | +103.7% | +139.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling