-29.4%
ROL vs ED
+10.4%
-39.8%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.4% | +0.3% | -0.5% |
| 7D | +9.5% | +1.6% | +7.8% | +8.3% |
| 30D | +22.9% | +13.3% | +9.6% | +14.7% |
| 3M | +3.5% | +9.7% | -6.2% | -2.2% |
| 6M | -29.4% | +12.8% | -42.2% | -35.2% |
| All | -29.4% | +10.4% | -39.8% | -35.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling