-36.0%
ROL vs EOSE
-49.1%
+13.1%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +10.9% | -10.4% | +0.6% |
| 7D | -1.4% | +19.0% | -20.4% | -1.1% |
| 30D | -4.1% | +1.6% | -5.7% | -4.0% |
| 3M | -22.5% | -52.0% | +29.5% | -23.2% |
| 6M | -37.7% | -42.5% | +4.9% | -38.4% |
| YTD | -39.6% | -66.1% | +26.6% | -40.5% |
| 1Y | -36.0% | -47.1% | +11.1% | -33.2% |
| All | -36.0% | -49.1% | +13.1% | -33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 1y: compounded portfolio wealth divided by compounded EOSE 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…
1y analysis · Full analysis span regression · 6 months rolling