+9,030.3%
ROL vs ES
+1,243.3%
+7,787.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.6% |
| 7D | -1.4% | +0.3% | -1.7% | -1.5% |
| 30D | -4.1% | -2.0% | -2.1% | -3.5% |
| 3M | -22.5% | +1.7% | -24.2% | -23.0% |
| 6M | -37.7% | -3.5% | -34.1% | -37.1% |
| YTD | -39.6% | +7.9% | -47.5% | -41.3% |
| 1Y | -36.0% | +17.2% | -53.2% | -40.0% |
| 3Y | -5.1% | +29.3% | -34.4% | -15.4% |
| 5Y | -3.4% | -5.7% | +2.4% | -4.8% |
| 10Y | +215.2% | +85.2% | +130.0% | +143.6% |
| All | +9,030.3% | +1,243.3% | +7,787.0% | +3,938.9% |
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