+1,603.5%
ROL vs ET
+1,435.0%
+168.5%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.4% |
| 7D | -1.4% | +0.9% | -2.3% | -1.6% |
| 30D | -4.1% | +7.5% | -11.6% | -5.1% |
| 3M | -22.5% | +11.4% | -33.9% | -23.7% |
| 6M | -37.7% | +18.5% | -56.2% | -39.2% |
| YTD | -39.6% | +37.4% | -77.0% | -42.3% |
| 1Y | -36.0% | +30.9% | -67.0% | -38.6% |
| 3Y | -5.1% | +98.7% | -103.9% | -14.8% |
| 5Y | -3.4% | +230.7% | -234.1% | -20.0% |
| 10Y | +215.2% | +175.6% | +39.7% | +154.6% |
| All | +1,603.5% | +1,435.0% | +168.5% | +611.2% |
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