+212.7%
ROL vs ELV
+268.8%
-56.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | -1.7% | -0.5% | -1.2% | -1.6% |
| 30D | +18.5% | +1.1% | +17.4% | +18.2% |
| 3M | +4.3% | +8.2% | -3.8% | +2.4% |
| 6M | -27.7% | +10.2% | -38.0% | -29.6% |
| YTD | -35.8% | +24.4% | -60.2% | -39.7% |
| 1Y | -34.1% | +33.8% | -67.9% | -39.3% |
| 3Y | +2.9% | -1.4% | +4.3% | +0.2% |
| 5Y | +12.7% | +5.8% | +6.9% | +6.2% |
| All | +212.7% | +268.8% | -56.0% | +126.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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