+46.6%
ROL vs ESTC
+26.3%
+20.3%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.7% | +1.2% | -2.2% |
| 7D | -3.4% | -4.3% | +0.9% | -3.0% |
| 30D | -6.9% | +17.7% | -24.7% | -8.7% |
| 3M | -24.6% | +42.3% | -66.9% | -27.5% |
| 6M | -39.5% | +64.6% | -104.1% | -43.0% |
| YTD | -41.1% | +17.2% | -58.3% | -42.7% |
| 1Y | -37.9% | -4.2% | -33.7% | -38.5% |
| 3Y | +0.8% | +13.5% | -12.7% | -6.3% |
| 5Y | -4.7% | -45.5% | +40.9% | -5.0% |
| All | +46.6% | +26.3% | +20.3% | +14.5% |
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