+4,924.3%
ROL vs EL
+1,850.3%
+3,074.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.1% | -0.9% |
| 7D | +2.9% | +7.6% | -4.8% | +1.1% |
| 30D | +20.1% | +15.7% | +4.5% | +16.1% |
| 3M | +3.2% | +30.5% | -27.3% | -3.4% |
| 6M | -28.0% | +32.5% | -60.6% | -33.2% |
| YTD | -35.3% | +9.4% | -44.7% | -38.1% |
| 1Y | -33.6% | +28.4% | -62.0% | -39.1% |
| 3Y | +3.8% | +4.4% | -0.7% | -5.7% |
| 5Y | +14.4% | -64.5% | +78.9% | +34.1% |
| 10Y | +213.1% | +64.9% | +148.2% | +134.7% |
| All | +4,924.3% | +1,850.3% | +3,074.0% | +2,029.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling