+9,562.4%
ROL vs ES
+1,235.9%
+8,326.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.9% | +0.8% | -1.1% |
| 7D | +9.5% | +1.9% | +7.6% | +8.8% |
| 30D | +22.9% | +7.1% | +15.9% | +20.2% |
| 3M | +3.5% | -1.9% | +5.5% | +4.2% |
| 6M | -29.4% | +4.4% | -33.7% | -30.4% |
| YTD | -36.1% | +7.3% | -43.4% | -37.8% |
| 1Y | -34.4% | +2.1% | -36.5% | -35.4% |
| 3Y | +4.0% | +41.8% | -37.8% | -10.0% |
| 5Y | +13.2% | +1.4% | +11.8% | +9.0% |
| 10Y | +219.7% | +86.8% | +132.9% | +146.6% |
| All | +9,562.4% | +1,235.9% | +8,326.5% | +4,183.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling