-34.7%
ROL vs ETR
+18.4%
-53.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.7% | 0.0% | +2.3% |
| 7D | +14.6% | +3.7% | +10.8% | +13.9% |
| 30D | +29.3% | +11.0% | +18.3% | +27.4% |
| 3M | +2.0% | +3.4% | -1.4% | +1.1% |
| 6M | -28.5% | -3.3% | -25.2% | -28.9% |
| YTD | -35.3% | +23.3% | -58.6% | -35.4% |
| 1Y | -34.7% | +19.2% | -53.9% | -34.5% |
| All | -34.7% | +18.4% | -53.1% | -34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 1y: compounded portfolio wealth divided by compounded ETR 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…
1y analysis · Full analysis span regression · 6 months rolling