-39.5%
ROL vs EFV
+27.7%
-67.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.2% |
| 7D | -3.2% | -0.8% | -2.3% | -3.0% |
| 30D | -4.9% | +0.6% | -5.5% | -5.0% |
| 3M | -25.8% | +7.5% | -33.4% | -26.9% |
| 6M | -37.6% | +13.0% | -50.6% | -39.4% |
| YTD | -41.5% | +18.3% | -59.8% | -43.6% |
| 1Y | -39.5% | +26.7% | -66.2% | -42.4% |
| All | -39.5% | +27.7% | -67.1% | -42.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling