+4.6%
ROL vs ESI
+81.9%
-77.3%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.9% | -2.5% | +0.3% |
| 7D | -1.4% | +3.3% | -4.8% | -1.5% |
| 30D | -4.1% | -5.9% | +1.8% | -3.9% |
| 3M | -22.5% | -14.1% | -8.4% | -22.3% |
| 6M | -37.7% | +6.6% | -44.2% | -38.9% |
| YTD | -39.6% | +45.0% | -84.6% | -42.7% |
| 1Y | -36.0% | +41.5% | -77.5% | -39.3% |
| All | +4.6% | +81.9% | -77.3% | -9.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling