-34.7%
ROL vs ESI
+27.8%
-62.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -4.6% | +7.4% | +2.4% |
| 7D | +14.6% | -6.6% | +21.1% | +13.9% |
| 30D | +29.3% | -10.9% | +40.2% | +28.3% |
| 3M | +2.0% | -13.8% | +15.8% | +1.1% |
| 6M | -28.5% | -21.5% | -7.0% | -29.5% |
| YTD | -35.3% | +34.7% | -70.0% | -38.1% |
| 1Y | -34.7% | +24.9% | -59.6% | -37.3% |
| All | -34.7% | +27.8% | -62.5% | -37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 1y: compounded portfolio wealth divided by compounded ESI 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…
1y analysis · Full analysis span regression · 6 months rolling