+0.8%
ROL vs EFX
-12.5%
+13.3%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.1% | +0.5% | -2.0% |
| 7D | -3.4% | -7.8% | +4.4% | -2.0% |
| 30D | -6.9% | -5.7% | -1.2% | -6.0% |
| 3M | -24.6% | +2.5% | -27.1% | -25.2% |
| 6M | -39.5% | -16.7% | -22.9% | -37.9% |
| YTD | -41.1% | -20.2% | -20.9% | -39.3% |
| 1Y | -37.9% | -31.4% | -6.6% | -34.5% |
| 3Y | +0.8% | -10.5% | +11.3% | +2.4% |
| All | +0.8% | -12.5% | +13.3% | +2.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling