+4.7%
ROL vs ELF
+24.2%
-19.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.9% | -1.4% | +2.4% |
| 7D | +3.0% | +1.6% | +1.4% | +2.9% |
| 30D | +19.8% | +9.1% | +10.7% | +19.3% |
| 3M | +7.9% | +28.2% | -20.3% | +6.7% |
| 6M | -25.6% | +119.5% | -145.2% | -28.0% |
| YTD | -34.1% | +55.2% | -89.3% | -35.5% |
| 1Y | -31.4% | +58.6% | -90.0% | -32.9% |
| 3Y | +4.7% | +21.3% | -16.6% | -0.5% |
| All | +4.7% | +24.2% | -19.5% | -0.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling