-34.1%
ROL vs ELF
+45.6%
-79.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.2% | +2.7% | -1.0% |
| 7D | -1.7% | +3.4% | -5.0% | -2.0% |
| 30D | +18.5% | +5.0% | +13.6% | +17.9% |
| 3M | +4.3% | +22.6% | -18.2% | +2.3% |
| 6M | -27.7% | +104.0% | -131.7% | -32.1% |
| YTD | -35.8% | +49.3% | -85.1% | -38.2% |
| 1Y | -34.1% | +46.0% | -80.1% | -36.6% |
| All | -34.1% | +45.6% | -79.6% | -36.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling