+1,930.5%
ROL vs EFV
+249.2%
+1,681.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.4% | +2.2% | +2.3% |
| 7D | +3.0% | +2.5% | +0.4% | +1.5% |
| 30D | +19.8% | +2.9% | +16.9% | +17.7% |
| 3M | +7.9% | -1.4% | +9.3% | +8.7% |
| 6M | -25.6% | +5.5% | -31.2% | -28.2% |
| YTD | -34.1% | +16.1% | -50.2% | -40.2% |
| 1Y | -31.4% | +20.3% | -51.7% | -39.0% |
| 3Y | +4.7% | +90.4% | -85.8% | -30.3% |
| 5Y | +15.6% | +93.5% | -77.9% | -24.8% |
| 10Y | +220.6% | +161.5% | +59.1% | +67.0% |
| All | +1,930.5% | +249.2% | +1,681.4% | +710.4% |
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 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