+214.9%
ROL vs ELF
+354.8%
-140.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.8% | -0.7% | +1.9% |
| 7D | +7.5% | +7.8% | -0.3% | +7.0% |
| 30D | +21.1% | +9.3% | +11.9% | +20.4% |
| 3M | +3.1% | +21.2% | -18.0% | +1.8% |
| 6M | -27.4% | +96.1% | -123.5% | -30.6% |
| YTD | -34.7% | +57.0% | -91.7% | -36.9% |
| 1Y | -32.9% | +61.9% | -94.8% | -35.4% |
| 3Y | +6.1% | +20.0% | -13.9% | +0.3% |
| 5Y | +16.3% | +284.8% | -268.4% | -1.9% |
| 10Y | +214.9% | +364.2% | -149.4% | +153.5% |
| All | +214.9% | +354.8% | -140.0% | +153.5% |
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