+9,562.4%
ROL vs EIX
+1,158.5%
+8,403.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.5% | +0.4% | -1.6% |
| 7D | +9.5% | +1.0% | +8.5% | +9.3% |
| 30D | +22.9% | +9.1% | +13.8% | +20.9% |
| 3M | +3.5% | -10.2% | +13.8% | +4.7% |
| 6M | -29.4% | -11.2% | -18.1% | -28.5% |
| YTD | -36.1% | +4.5% | -40.5% | -37.5% |
| 1Y | -34.4% | +10.9% | -45.2% | -36.7% |
| 3Y | +4.0% | +8.4% | -4.4% | -0.7% |
| 5Y | +13.2% | +18.0% | -4.7% | +5.8% |
| 10Y | +219.7% | +30.3% | +189.4% | +183.5% |
| All | +9,562.4% | +1,158.5% | +8,403.9% | +5,639.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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