+5,716.0%
ROL vs ELV
+2,594.5%
+3,121.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.6% |
| 7D | +3.0% | +1.0% | +2.0% | +2.7% |
| 30D | +19.8% | +0.4% | +19.4% | +19.6% |
| 3M | +7.9% | +8.4% | -0.5% | +5.3% |
| 6M | -25.6% | +8.4% | -34.1% | -27.8% |
| YTD | -34.1% | +24.4% | -58.5% | -39.2% |
| 1Y | -31.4% | +33.5% | -64.9% | -38.0% |
| 3Y | +4.7% | -2.1% | +6.8% | +0.6% |
| 5Y | +15.6% | +5.8% | +9.8% | +7.0% |
| 10Y | +220.6% | +268.9% | -48.3% | +88.4% |
| All | +5,716.0% | +2,594.5% | +3,121.6% | +1,750.4% |
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