+4.7%
ROL vs ESI
+79.1%
-74.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.7% | +3.3% | +2.6% |
| 7D | +3.0% | +5.5% | -2.5% | +3.0% |
| 30D | +19.8% | -7.8% | +27.5% | +19.8% |
| 3M | +7.9% | -15.0% | +22.9% | +8.1% |
| 6M | -25.6% | -24.9% | -0.8% | -25.3% |
| YTD | -34.1% | +33.2% | -67.4% | -37.3% |
| 1Y | -31.4% | +24.9% | -56.3% | -34.3% |
| 3Y | +4.7% | +77.8% | -73.1% | -7.4% |
| All | +4.7% | +79.1% | -74.4% | -7.4% |
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