-38.9%
ROL vs ETR
+26.7%
-65.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -1.0% |
| 7D | -3.3% | +0.4% | -3.7% | -3.3% |
| 30D | -7.2% | +2.0% | -9.3% | -7.5% |
| 3M | -27.0% | -1.7% | -25.3% | -26.9% |
| 6M | -39.5% | +3.6% | -43.1% | -39.4% |
| YTD | -41.8% | +18.0% | -59.8% | -42.9% |
| 1Y | -38.9% | +26.2% | -65.1% | -42.2% |
| All | -38.9% | +26.7% | -65.6% | -42.2% |
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