-2.6%
ROL vs EOSE
-57.1%
+54.5%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +10.8% | -13.4% | -2.8% |
| 7D | -3.4% | +41.4% | -44.9% | -4.2% |
| 30D | -6.9% | +3.6% | -10.6% | -7.1% |
| 3M | -24.6% | -35.7% | +11.1% | -24.1% |
| 6M | -39.5% | -29.9% | -9.7% | -39.6% |
| YTD | -41.1% | -62.5% | +21.4% | -40.5% |
| 1Y | -37.9% | -37.4% | -0.5% | -38.6% |
| 3Y | +0.8% | +55.8% | -55.0% | -6.5% |
| 5Y | -4.7% | -67.8% | +63.1% | -15.0% |
| All | -2.6% | -57.1% | +54.5% | -8.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling