+9,850.6%
ROL vs EFX
+6,815.2%
+3,035.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.7% | +1.8% | +2.3% |
| 7D | +3.0% | -0.8% | +3.8% | +3.2% |
| 30D | +19.8% | +25.1% | -5.3% | +11.8% |
| 3M | +7.9% | +1.7% | +6.2% | +7.0% |
| 6M | -25.6% | +18.4% | -44.0% | -29.9% |
| YTD | -34.1% | -12.5% | -21.6% | -32.7% |
| 1Y | -31.4% | -8.1% | -23.3% | -31.0% |
| 3Y | +4.7% | +4.8% | -0.1% | -2.1% |
| 5Y | +15.6% | -30.1% | +45.7% | +19.5% |
| 10Y | +220.6% | +81.5% | +139.2% | +137.2% |
| All | +9,850.6% | +6,815.2% | +3,035.4% | +3,368.9% |
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