-5.1%
ROL vs EFV
+94.1%
-99.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | -3.2% | -2.0% | -1.2% | -2.5% |
| 30D | -6.6% | -0.2% | -6.4% | -6.6% |
| 3M | -27.3% | +9.1% | -36.4% | -29.8% |
| 6M | -38.1% | +11.7% | -49.8% | -40.8% |
| YTD | -41.8% | +17.0% | -58.8% | -45.5% |
| 1Y | -37.8% | +26.7% | -64.5% | -43.7% |
| 3Y | -0.3% | +90.2% | -90.5% | -24.2% |
| 5Y | -5.1% | +96.1% | -101.2% | -30.8% |
| All | -5.1% | +94.1% | -99.1% | -30.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling