+212.0%
ROL vs ELF
+357.0%
-144.9%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.1% | -1.7% | +0.3% |
| 7D | -1.4% | +5.4% | -6.8% | -1.8% |
| 30D | -4.1% | +27.0% | -31.1% | -5.5% |
| 3M | -22.5% | +113.2% | -135.7% | -26.2% |
| 6M | -37.7% | +36.6% | -74.2% | -39.1% |
| YTD | -39.6% | +44.2% | -83.8% | -41.3% |
| 1Y | -36.0% | -18.0% | -18.0% | -36.2% |
| 3Y | -5.1% | -19.9% | +14.8% | -7.8% |
| 5Y | -3.4% | +257.7% | -261.1% | -18.1% |
| All | +212.0% | +357.0% | -144.9% | +148.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling