-4.7%
ROL vs ESI
+77.4%
-82.1%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.6% | -3.1% | -2.6% |
| 7D | -3.4% | +5.4% | -8.8% | -3.9% |
| 30D | -6.9% | -4.2% | -2.7% | -6.6% |
| 3M | -24.6% | -9.6% | -15.0% | -24.4% |
| 6M | -39.5% | +18.3% | -57.9% | -42.1% |
| YTD | -41.1% | +45.8% | -86.9% | -45.7% |
| 1Y | -37.9% | +39.2% | -77.1% | -42.5% |
| 3Y | +0.8% | +86.3% | -85.5% | -14.2% |
| 5Y | -4.7% | +76.2% | -80.9% | -19.3% |
| All | -4.7% | +77.4% | -82.1% | -19.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling