+457.6%
ROL vs ESI
+197.1%
+260.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.1% | -3.1% | +1.4% |
| 7D | +7.5% | -3.5% | +11.0% | +7.9% |
| 30D | +21.1% | -9.3% | +30.4% | +22.3% |
| 3M | +3.1% | -12.8% | +15.9% | +4.5% |
| 6M | -27.4% | -24.6% | -2.8% | -25.6% |
| YTD | -34.7% | +32.7% | -67.5% | -38.9% |
| 1Y | -32.9% | +20.3% | -53.2% | -36.4% |
| 3Y | +6.1% | +80.2% | -74.0% | -7.1% |
| 5Y | +16.3% | +40.0% | -23.6% | +4.5% |
| 10Y | +214.9% | +310.8% | -95.9% | +133.8% |
| All | +457.6% | +197.1% | +260.5% | +324.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling