-33.2%
ROL vs ETR
+18.6%
-51.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.1% | +0.1% |
| 7D | +0.8% | +0.1% | +0.7% | +0.7% |
| 30D | +20.6% | +7.7% | +12.9% | +19.3% |
| 3M | +4.5% | +5.7% | -1.2% | +3.3% |
| 6M | -26.5% | -0.3% | -26.2% | -27.0% |
| YTD | -34.8% | +23.4% | -58.2% | -34.8% |
| 1Y | -33.2% | +18.5% | -51.7% | -32.9% |
| All | -33.2% | +18.6% | -51.8% | -32.9% |
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