+230.2%
ROL vs ELF
+383.9%
-153.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +5.7% | -7.8% | -2.4% |
| 7D | +9.5% | +4.0% | +5.5% | +9.2% |
| 30D | +22.9% | +10.6% | +12.4% | +22.1% |
| 3M | +3.5% | +25.8% | -22.3% | +2.0% |
| 6M | -29.4% | +89.1% | -118.4% | -32.3% |
| YTD | -36.1% | +52.7% | -88.8% | -38.1% |
| 1Y | -34.4% | +51.7% | -86.1% | -36.5% |
| 3Y | +4.0% | +14.2% | -10.2% | -1.4% |
| 5Y | +13.2% | +270.7% | -257.5% | -4.1% |
| 10Y | +219.7% | +341.9% | -122.3% | +154.1% |
| All | +230.2% | +383.9% | -153.7% | +161.8% |
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