+59.2%
ROL vs ESTC
+23.0%
+36.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.2% | -4.3% | -2.3% |
| 7D | +9.5% | -11.5% | +21.0% | +10.7% |
| 30D | +22.9% | -7.5% | +30.5% | +23.6% |
| 3M | +3.5% | +23.1% | -19.5% | +0.8% |
| 6M | -29.4% | +75.3% | -104.7% | -33.9% |
| YTD | -36.1% | +14.1% | -50.2% | -37.8% |
| 1Y | -34.4% | -0.6% | -33.8% | -35.4% |
| 3Y | +4.0% | +20.8% | -16.8% | -4.3% |
| 5Y | +13.2% | -48.8% | +62.0% | +13.6% |
| All | +59.2% | +23.0% | +36.2% | +24.3% |
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