+212.7%
ROL vs ESI
+321.1%
-108.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.7% | -1.1% |
| 7D | -1.7% | +8.3% | -10.0% | -2.8% |
| 30D | +18.5% | -10.4% | +29.0% | +20.1% |
| 3M | +4.3% | -13.2% | +17.5% | +5.9% |
| 6M | -27.7% | -23.9% | -3.9% | -25.7% |
| YTD | -35.8% | +34.2% | -70.0% | -41.1% |
| 1Y | -34.1% | +22.2% | -56.3% | -38.5% |
| 3Y | +2.9% | +79.2% | -76.3% | -13.2% |
| 5Y | +12.7% | +38.1% | -25.4% | -1.3% |
| All | +212.7% | +321.1% | -108.4% | +107.9% |
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