+220.7%
ROL vs ES
+98.2%
+122.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.8% | +1.7% | +2.3% |
| 7D | +3.0% | +2.7% | +0.3% | +2.0% |
| 30D | +19.8% | +7.6% | +12.2% | +16.7% |
| 3M | +7.9% | +0.5% | +7.4% | +7.7% |
| 6M | -25.6% | +7.6% | -33.2% | -27.6% |
| YTD | -34.1% | +10.2% | -44.4% | -36.7% |
| 1Y | -31.4% | +1.8% | -33.2% | -32.5% |
| 3Y | +4.7% | +55.4% | -50.7% | -14.4% |
| 5Y | +15.6% | +7.3% | +8.3% | +9.1% |
| All | +220.7% | +98.2% | +122.5% | +162.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 10y: compounded portfolio wealth divided by compounded ES 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…
10y analysis · Full analysis span regression · 6 months rolling