-38.9%
ROL vs ESI
+38.0%
-76.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -1.2% |
| 7D | -3.3% | +3.9% | -7.2% | -3.0% |
| 30D | -7.2% | -3.8% | -3.4% | -7.4% |
| 3M | -27.0% | -13.1% | -13.8% | -27.6% |
| 6M | -39.5% | +11.3% | -50.8% | -40.6% |
| YTD | -41.8% | +44.1% | -85.9% | -42.6% |
| 1Y | -38.9% | +40.3% | -79.2% | -39.5% |
| All | -38.9% | +38.0% | -76.9% | -39.5% |
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