+212.7%
ROL vs ES
+96.6%
+116.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.3% | -1.8% |
| 7D | -1.7% | -1.1% | -0.6% | -1.3% |
| 30D | +18.5% | +8.2% | +10.3% | +15.3% |
| 3M | +4.3% | +0.6% | +3.7% | +4.1% |
| 6M | -27.7% | +6.0% | -33.7% | -29.3% |
| YTD | -35.8% | +9.3% | -45.1% | -38.1% |
| 1Y | -34.1% | +1.1% | -35.2% | -35.0% |
| 3Y | +2.9% | +51.9% | -49.0% | -15.0% |
| 5Y | +12.7% | +6.5% | +6.3% | +6.6% |
| All | +212.7% | +96.6% | +116.1% | +156.8% |
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