+50.4%
ROL vs ESTC
+31.2%
+19.2%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.5% | +4.9% | +0.9% |
| 7D | -1.4% | -8.1% | +6.7% | -0.7% |
| 30D | -4.1% | +31.7% | -35.8% | -7.0% |
| 3M | -22.5% | +41.1% | -63.6% | -25.5% |
| 6M | -37.7% | +77.1% | -114.7% | -41.7% |
| YTD | -39.6% | +21.7% | -61.3% | -41.4% |
| 1Y | -36.0% | +8.4% | -44.4% | -37.5% |
| 3Y | -5.1% | +23.6% | -28.8% | -12.7% |
| 5Y | -3.4% | -46.5% | +43.1% | -3.2% |
| All | +50.4% | +31.2% | +19.2% | +17.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling