+207.9%
ROL vs EL
+31.4%
+176.5%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.1% | -0.4% | -2.2% |
| 7D | -3.4% | +1.7% | -5.1% | -3.7% |
| 30D | -6.9% | +15.5% | -22.4% | -9.5% |
| 3M | -24.6% | +20.6% | -45.2% | -27.2% |
| 6M | -39.5% | +10.5% | -50.0% | -41.1% |
| YTD | -41.1% | -1.9% | -39.2% | -41.9% |
| 1Y | -37.9% | +16.1% | -54.0% | -41.0% |
| 3Y | +0.8% | -30.2% | +31.0% | +3.0% |
| 5Y | -4.7% | -67.4% | +62.7% | +19.0% |
| 10Y | +207.9% | +31.2% | +176.6% | +160.7% |
| All | +207.9% | +31.4% | +176.5% | +160.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling