+62.5%
ROL vs ESTC
+28.9%
+33.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.9% | -2.8% | +1.6% |
| 7D | +7.5% | -1.2% | +8.7% | +7.6% |
| 30D | +21.1% | -8.1% | +29.3% | +21.9% |
| 3M | +3.1% | +20.2% | -17.0% | +0.7% |
| 6M | -27.4% | +72.7% | -100.2% | -31.9% |
| YTD | -34.7% | +19.6% | -54.4% | -36.8% |
| 1Y | -32.9% | +0.3% | -33.2% | -34.0% |
| 3Y | +6.1% | +22.8% | -16.7% | -2.3% |
| 5Y | +16.3% | -50.9% | +67.2% | +18.1% |
| All | +62.5% | +28.9% | +33.5% | +26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 10y: compounded portfolio wealth divided by compounded ESTC 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…
10y analysis · Full analysis span regression · 6 months rolling