-34.7%
ROL vs EL
+25.6%
-60.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +6.3% | -3.6% | +2.1% |
| 7D | +14.6% | +2.5% | +12.1% | +14.2% |
| 30D | +29.3% | +20.1% | +9.2% | +27.0% |
| 3M | +2.0% | +29.3% | -27.3% | -0.3% |
| 6M | -28.5% | +38.8% | -67.3% | -30.5% |
| YTD | -35.3% | +8.1% | -43.4% | -37.7% |
| 1Y | -34.7% | +22.3% | -57.0% | -37.5% |
| All | -34.7% | +25.6% | -60.3% | -37.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 1y: compounded portfolio wealth divided by compounded EL 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…
1y analysis · Full analysis span regression · 6 months rolling