+1,763.2%
ROL vs EFV
+258.8%
+1,504.3%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.6% | +0.5% |
| 7D | -1.4% | +1.5% | -2.9% | -2.3% |
| 30D | -4.1% | +1.7% | -5.8% | -5.1% |
| 3M | -22.5% | +8.6% | -31.1% | -26.4% |
| 6M | -37.7% | +11.7% | -49.3% | -41.9% |
| YTD | -39.6% | +19.3% | -58.9% | -46.0% |
| 1Y | -36.0% | +30.2% | -66.2% | -45.8% |
| 3Y | -5.1% | +91.6% | -96.7% | -37.0% |
| 5Y | -3.4% | +96.4% | -99.8% | -37.7% |
| 10Y | +215.2% | +166.5% | +48.8% | +62.4% |
| All | +1,763.2% | +258.8% | +1,504.3% | +632.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling