+13.6%
ROL vs ED
+80.7%
-67.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.4% | +0.3% | -1.1% |
| 7D | +9.5% | +1.6% | +7.8% | +8.8% |
| 30D | +22.9% | +13.3% | +9.6% | +16.9% |
| 3M | +3.5% | +9.7% | -6.2% | -0.3% |
| 6M | -29.4% | +12.8% | -42.2% | -32.8% |
| YTD | -36.1% | +22.3% | -58.4% | -41.4% |
| 1Y | -34.4% | +26.3% | -60.6% | -40.7% |
| 3Y | +4.0% | +45.0% | -41.0% | -11.8% |
| All | +13.6% | +80.7% | -67.1% | -15.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling