-5.1%
ROL vs EOSE
-70.2%
+65.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.9% | +3.9% | +0.1% |
| 7D | -3.2% | +14.0% | -17.2% | -3.6% |
| 30D | -6.6% | -5.9% | -0.7% | -6.6% |
| 3M | -27.3% | -34.3% | +7.0% | -26.8% |
| 6M | -38.1% | -37.8% | -0.3% | -37.9% |
| YTD | -41.8% | -65.2% | +23.4% | -41.0% |
| 1Y | -37.8% | -41.9% | +4.1% | -38.5% |
| 3Y | -0.3% | +44.6% | -44.9% | -8.7% |
| 5Y | -5.1% | -69.2% | +64.1% | -16.4% |
| All | -5.1% | -70.2% | +65.2% | -16.4% |
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