+15.5%
ROL vs ETR
+158.0%
-142.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +18.0% |
| 3M | +4.5% | +5.7% | -1.2% | +2.7% |
| 6M | -26.5% | -0.3% | -26.2% | -26.6% |
| YTD | -34.8% | +23.4% | -58.2% | -39.3% |
| 1Y | -33.2% | +18.5% | -51.7% | -36.9% |
| 3Y | +4.5% | +155.6% | -151.1% | -26.0% |
| 5Y | +15.5% | +158.7% | -143.1% | -19.2% |
| All | +15.5% | +158.0% | -142.5% | -19.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling