+200.5%
ROL vs ELF
+317.0%
-116.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.1% | +2.9% | -0.9% |
| 7D | -3.3% | -6.8% | +3.5% | -2.9% |
| 30D | -7.2% | +5.1% | -12.3% | -7.5% |
| 3M | -27.0% | +79.8% | -106.7% | -29.7% |
| 6M | -39.5% | +29.7% | -69.2% | -40.7% |
| YTD | -41.8% | +31.6% | -73.4% | -43.1% |
| 1Y | -38.9% | -27.9% | -11.0% | -38.5% |
| 3Y | -0.4% | -26.4% | +26.0% | -2.7% |
| 5Y | -4.2% | +235.6% | -239.8% | -18.4% |
| All | +200.5% | +317.0% | -116.5% | +140.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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