+217.2%
ROL vs ES
+92.3%
+124.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -0.3% |
| 7D | +0.8% | +0.1% | +0.6% | +0.7% |
| 30D | +20.6% | +6.7% | +13.9% | +17.8% |
| 3M | +4.5% | +0.3% | +4.1% | +4.3% |
| 6M | -26.5% | +7.4% | -33.9% | -28.4% |
| YTD | -34.8% | +8.4% | -43.2% | -37.0% |
| 1Y | -33.2% | +0.6% | -33.8% | -34.0% |
| 3Y | +4.5% | +50.6% | -46.2% | -13.5% |
| 5Y | +15.5% | +4.8% | +10.7% | +10.0% |
| 10Y | +217.2% | +93.1% | +124.1% | +161.3% |
| All | +217.2% | +92.3% | +124.9% | +161.3% |
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