+9,562.4%
ROL vs ED
+2,460.7%
+7,101.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.4% | +0.3% | -1.2% |
| 7D | +9.5% | +1.6% | +7.8% | +8.8% |
| 30D | +22.9% | +13.3% | +9.6% | +17.3% |
| 3M | +3.5% | +9.7% | -6.2% | -0.1% |
| 6M | -29.4% | +12.8% | -42.2% | -32.6% |
| YTD | -36.1% | +22.3% | -58.4% | -41.0% |
| 1Y | -34.4% | +26.3% | -60.6% | -40.2% |
| 3Y | +4.0% | +45.0% | -41.0% | -10.8% |
| 5Y | +13.2% | +80.2% | -67.0% | -11.2% |
| 10Y | +219.7% | +129.9% | +89.8% | +120.9% |
| All | +9,562.4% | +2,460.7% | +7,101.7% | +3,122.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling