+205.1%
ROL vs EFX
+41.8%
+163.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -3.2% | -11.1% | +7.9% | -0.1% |
| 30D | -6.6% | -7.4% | +0.8% | -4.8% |
| 3M | -27.3% | +1.5% | -28.8% | -28.0% |
| 6M | -38.1% | -13.7% | -24.4% | -36.1% |
| YTD | -41.8% | -21.9% | -19.9% | -38.5% |
| 1Y | -37.8% | -30.8% | -7.0% | -32.2% |
| 3Y | -0.3% | -12.4% | +12.0% | -2.5% |
| 5Y | -5.1% | -35.9% | +30.9% | +0.4% |
| All | +205.1% | +41.8% | +163.3% | +143.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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