-33.3%
ROL vs EL
+30.6%
-63.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | +3.4% | +7.6% | -4.2% | +2.6% |
| 30D | +20.8% | +15.7% | +5.1% | +19.0% |
| 3M | +3.7% | +30.5% | -26.8% | +1.3% |
| 6M | -27.7% | +32.5% | -60.2% | -29.5% |
| YTD | -34.9% | +9.4% | -44.4% | -37.3% |
| 1Y | -33.3% | +28.4% | -61.7% | -36.3% |
| All | -33.3% | +30.6% | -63.9% | -36.3% |
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