-1.6%
ROL vs ES
+29.7%
-31.3%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.5% |
| 7D | -1.4% | +0.3% | -1.7% | -1.5% |
| 30D | -4.1% | -2.0% | -2.1% | -3.7% |
| 3M | -22.5% | +1.7% | -24.2% | -22.8% |
| 6M | -37.7% | -3.5% | -34.1% | -37.3% |
| YTD | -39.6% | +7.9% | -47.5% | -40.6% |
| 1Y | -36.0% | +17.2% | -53.2% | -38.8% |
| All | -1.6% | +29.7% | -31.3% | -10.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling