+1,756.5%
ROL vs ET
+1,310.3%
+446.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.1% | +2.7% | +2.6% |
| 7D | +3.0% | +2.5% | +0.4% | +2.6% |
| 30D | +19.8% | -2.5% | +22.2% | +20.1% |
| 3M | +7.9% | -4.9% | +12.8% | +8.5% |
| 6M | -25.6% | -0.1% | -25.6% | -25.8% |
| YTD | -34.1% | +26.2% | -60.4% | -36.5% |
| 1Y | -31.4% | +25.2% | -56.5% | -33.7% |
| 3Y | +4.7% | +84.2% | -79.5% | -5.0% |
| 5Y | +15.6% | +216.1% | -200.5% | -3.7% |
| 10Y | +220.6% | +160.7% | +59.9% | +161.4% |
| All | +1,756.5% | +1,310.3% | +446.3% | +683.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling