+9.4%
ROL vs EXE
+161.7%
-152.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.3% | -2.6% | -0.5% |
| 7D | +3.4% | -2.2% | +5.6% | +3.6% |
| 30D | +20.8% | -0.3% | +21.1% | +20.7% |
| 3M | +3.7% | -9.3% | +13.1% | +4.5% |
| 6M | -27.7% | -7.2% | -20.4% | -27.3% |
| YTD | -34.9% | -18.9% | -16.0% | -34.0% |
| 1Y | -33.3% | -21.7% | -11.6% | -32.1% |
| 3Y | +4.3% | +21.0% | -16.7% | +2.4% |
| 5Y | +15.0% | +76.0% | -61.0% | +10.5% |
| All | +9.4% | +161.7% | -152.3% | +6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 10y: compounded portfolio wealth divided by compounded EXE 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…
10y analysis · Full analysis span regression · 6 months rolling