-33.2%
ROL vs ED
+24.8%
-58.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.2% |
| 7D | +0.8% | -0.9% | +1.7% | +1.1% |
| 30D | +20.6% | +11.2% | +9.4% | +16.4% |
| 3M | +4.5% | +11.8% | -7.3% | +0.6% |
| 6M | -26.5% | +14.1% | -40.6% | -29.4% |
| YTD | -34.8% | +23.0% | -57.8% | -37.7% |
| 1Y | -33.2% | +23.7% | -56.8% | -36.4% |
| All | -33.2% | +24.8% | -58.0% | -36.4% |
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