+4,862.8%
ROL vs EL
+1,792.3%
+3,070.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.2% | -4.3% | -2.6% |
| 7D | +9.5% | +0.8% | +8.7% | +9.2% |
| 30D | +22.9% | +16.5% | +6.4% | +18.6% |
| 3M | +3.5% | +29.2% | -25.6% | -2.9% |
| 6M | -29.4% | +27.9% | -57.3% | -33.9% |
| YTD | -36.1% | +6.2% | -42.2% | -38.5% |
| 1Y | -34.4% | +27.2% | -61.5% | -39.6% |
| 3Y | +4.0% | +3.2% | +0.8% | -5.3% |
| 5Y | +13.2% | -66.0% | +79.2% | +34.2% |
| 10Y | +219.7% | +58.3% | +161.3% | +141.9% |
| All | +4,862.8% | +1,792.3% | +3,070.5% | +2,017.5% |
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 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