+446.2%
ROL vs ESI
+182.6%
+263.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.9% | -4.0% | -2.3% |
| 7D | +9.5% | -8.5% | +18.0% | +10.7% |
| 30D | +22.9% | -15.7% | +38.6% | +25.3% |
| 3M | +3.5% | -18.2% | +21.8% | +5.7% |
| 6M | -29.4% | -28.8% | -0.5% | -27.0% |
| YTD | -36.1% | +26.3% | -62.3% | -39.8% |
| 1Y | -34.4% | +18.2% | -52.6% | -37.7% |
| 3Y | +4.0% | +68.1% | -64.1% | -8.1% |
| 5Y | +13.2% | +28.8% | -15.5% | +2.9% |
| 10Y | +219.7% | +329.8% | -110.2% | +136.6% |
| All | +446.2% | +182.6% | +263.6% | +318.8% |
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