+213.1%
ROL vs ES
+87.3%
+125.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.9% |
| 7D | +2.9% | +0.9% | +2.0% | +2.6% |
| 30D | +20.1% | +5.9% | +14.2% | +17.7% |
| 3M | +3.2% | -1.0% | +4.2% | +3.5% |
| 6M | -28.0% | +7.2% | -35.2% | -29.9% |
| YTD | -35.3% | +7.0% | -42.2% | -37.1% |
| 1Y | -33.6% | +0.5% | -34.1% | -34.4% |
| 3Y | +3.8% | +48.7% | -44.9% | -13.7% |
| 5Y | +14.4% | +1.9% | +12.4% | +10.0% |
| 10Y | +213.1% | +89.2% | +123.9% | +158.3% |
| All | +213.1% | +87.3% | +125.7% | +158.3% |
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