+16.0%
ROL vs EOSE
-82.3%
+98.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.5% | -3.0% | +2.4% |
| 7D | +3.0% | +9.8% | -6.8% | +2.7% |
| 30D | +19.8% | -2.1% | +21.8% | +19.6% |
| 3M | +7.9% | -54.1% | +62.0% | +9.5% |
| 6M | -25.6% | -76.9% | +51.3% | -23.5% |
| YTD | -34.1% | -83.3% | +49.2% | -32.3% |
| 1Y | -31.4% | -87.4% | +56.0% | -29.0% |
| 3Y | +4.7% | +61.9% | -57.2% | -5.9% |
| All | +16.0% | -82.3% | +98.2% | +16.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling