+9,030.3%
ROL vs ETR
+4,412.2%
+4,618.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.6% |
| 7D | -1.4% | +1.4% | -2.9% | -1.8% |
| 30D | -4.1% | +1.0% | -5.1% | -4.4% |
| 3M | -22.5% | -1.3% | -21.3% | -22.3% |
| 6M | -37.7% | +1.9% | -39.5% | -38.2% |
| YTD | -39.6% | +18.2% | -57.7% | -42.7% |
| 1Y | -36.0% | +24.7% | -60.7% | -40.3% |
| 3Y | -5.1% | +150.7% | -155.8% | -28.4% |
| 5Y | -3.4% | +127.0% | -130.4% | -25.5% |
| 10Y | +215.2% | +295.5% | -80.2% | +103.5% |
| All | +9,030.3% | +4,412.2% | +4,618.0% | +3,668.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling