+9,763.6%
ROL vs EIX
+1,174.9%
+8,588.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.3% | +0.8% | +1.8% |
| 7D | +7.5% | +0.7% | +6.8% | +7.4% |
| 30D | +21.1% | +8.8% | +12.4% | +19.2% |
| 3M | +3.1% | -10.9% | +14.1% | +4.5% |
| 6M | -27.4% | -10.3% | -17.1% | -26.7% |
| YTD | -34.7% | +5.8% | -40.6% | -36.4% |
| 1Y | -32.9% | +11.4% | -44.3% | -35.3% |
| 3Y | +6.1% | +11.1% | -4.9% | +0.9% |
| 5Y | +16.3% | +18.5% | -2.1% | +8.6% |
| 10Y | +214.9% | +32.2% | +182.6% | +178.4% |
| All | +9,763.6% | +1,174.9% | +8,588.7% | +5,744.4% |
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