-34.1%
ROL vs ED
+24.2%
-58.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | -1.7% | -1.7% | 0.0% | -1.0% |
| 30D | +18.5% | +10.7% | +7.8% | +14.6% |
| 3M | +4.3% | +11.6% | -7.3% | +0.5% |
| 6M | -27.7% | +13.5% | -41.2% | -30.6% |
| YTD | -35.8% | +23.1% | -58.9% | -38.7% |
| 1Y | -34.1% | +23.1% | -57.2% | -37.3% |
| All | -34.1% | +24.2% | -58.3% | -37.3% |
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