+9,030.3%
ROL vs EFX
+6,408.3%
+2,622.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.4% | +6.8% | +2.3% |
| 7D | -1.4% | -8.6% | +7.2% | +1.1% |
| 30D | -4.1% | +0.1% | -4.2% | -4.3% |
| 3M | -22.5% | +3.8% | -26.3% | -23.8% |
| 6M | -37.7% | -13.5% | -24.1% | -35.6% |
| YTD | -39.6% | -17.7% | -21.9% | -37.0% |
| 1Y | -36.0% | -25.6% | -10.4% | -31.5% |
| 3Y | -5.1% | -12.1% | +6.9% | -6.5% |
| 5Y | -3.4% | -33.8% | +30.4% | +1.5% |
| 10Y | +215.2% | +45.1% | +170.1% | +149.4% |
| All | +9,030.3% | +6,408.3% | +2,622.0% | +3,145.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling