+5,570.9%
ROL vs ELV
+2,595.8%
+2,975.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.9% |
| 6M | -27.7% | +10.2% | -38.0% | -30.1% |
| YTD | -35.8% | +24.4% | -60.2% | -40.7% |
| 1Y | -34.1% | +33.8% | -67.9% | -40.5% |
| 3Y | +2.9% | -1.4% | +4.3% | -1.3% |
| 5Y | +12.7% | +5.8% | +6.9% | +4.3% |
| 10Y | +212.6% | +269.1% | -56.5% | +83.7% |
| All | +5,570.9% | +2,595.8% | +2,975.1% | +1,704.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling