+0.8%
ROL vs ETR
+153.2%
-152.4%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.2% | -3.7% | -2.8% |
| 7D | -3.4% | +1.4% | -4.8% | -3.7% |
| 30D | -6.9% | +1.9% | -8.8% | -7.3% |
| 3M | -24.6% | +1.0% | -25.6% | -24.9% |
| 6M | -39.5% | +4.8% | -44.4% | -40.2% |
| YTD | -41.1% | +19.5% | -60.7% | -43.6% |
| 1Y | -37.9% | +28.1% | -66.0% | -41.7% |
| 3Y | +0.8% | +151.1% | -150.4% | -22.3% |
| All | +0.8% | +153.2% | -152.4% | -22.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling