+13.6%
ROL vs ES
+1.4%
+12.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.9% | +0.8% | -1.2% |
| 7D | +9.5% | +1.9% | +7.6% | +8.9% |
| 30D | +22.9% | +7.1% | +15.9% | +20.5% |
| 3M | +3.5% | -1.9% | +5.5% | +4.1% |
| 6M | -29.4% | +4.4% | -33.7% | -30.3% |
| YTD | -36.1% | +7.3% | -43.4% | -37.6% |
| 1Y | -34.4% | +2.1% | -36.5% | -35.4% |
| 3Y | +4.0% | +41.8% | -37.8% | -10.2% |
| All | +13.6% | +1.4% | +12.1% | +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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling