+4.3%
ROL vs EFX
+4.3%
0.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.3% | -0.3% |
| 7D | +3.4% | +0.3% | +3.1% | +3.3% |
| 30D | +20.8% | +29.1% | -8.4% | +14.3% |
| 3M | +3.7% | +4.3% | -0.5% | +2.3% |
| 6M | -27.7% | +7.7% | -35.4% | -29.4% |
| YTD | -34.9% | -12.5% | -22.5% | -34.4% |
| 1Y | -33.3% | -8.8% | -24.5% | -33.2% |
| 3Y | +4.3% | +4.3% | 0.0% | -0.8% |
| All | +4.3% | +4.3% | 0.0% | -0.8% |
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