+205.1%
ROL vs EFV
+167.0%
+38.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | -3.2% | -2.0% | -1.2% | -2.3% |
| 30D | -6.6% | -0.2% | -6.4% | -6.5% |
| 3M | -27.3% | +9.1% | -36.4% | -30.4% |
| 6M | -38.1% | +11.7% | -49.8% | -41.5% |
| YTD | -41.8% | +17.0% | -58.8% | -46.3% |
| 1Y | -37.8% | +26.7% | -64.5% | -45.0% |
| 3Y | -0.3% | +90.2% | -90.5% | -28.7% |
| 5Y | -5.1% | +96.1% | -101.2% | -33.9% |
| All | +205.1% | +167.0% | +38.1% | +80.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 10y: compounded portfolio wealth divided by compounded EFV 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…
10y analysis · Full analysis span regression · 6 months rolling