-5.1%
ROL vs ET
+241.7%
-246.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.2% | 0.0% |
| 7D | -3.2% | +1.4% | -4.6% | -3.4% |
| 30D | -6.6% | +4.6% | -11.2% | -7.2% |
| 3M | -27.3% | +16.0% | -43.3% | -28.8% |
| 6M | -38.1% | +22.8% | -60.9% | -39.8% |
| YTD | -41.8% | +38.9% | -80.6% | -44.3% |
| 1Y | -37.8% | +34.1% | -71.9% | -40.3% |
| 3Y | -0.3% | +98.8% | -99.1% | -10.8% |
| 5Y | -5.1% | +246.8% | -251.9% | -20.6% |
| All | -5.1% | +241.7% | -246.7% | -20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 5y: compounded portfolio wealth divided by compounded ET 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…
5y analysis · Full analysis span regression · 6 months rolling