+205.1%
ROL vs ESI
+310.7%
-105.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.5% | +4.6% | +0.7% |
| 7D | -3.2% | -2.3% | -0.9% | -2.9% |
| 30D | -6.6% | -9.0% | +2.4% | -5.4% |
| 3M | -27.3% | -13.3% | -14.0% | -26.4% |
| 6M | -38.1% | +5.3% | -43.4% | -39.8% |
| YTD | -41.8% | +37.6% | -79.4% | -46.4% |
| 1Y | -37.8% | +33.6% | -71.4% | -42.6% |
| 3Y | -0.3% | +75.8% | -76.1% | -14.7% |
| 5Y | -5.1% | +68.6% | -73.7% | -19.5% |
| All | +205.1% | +310.7% | -105.6% | +110.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling