-1.0%
ROL vs EXE
+192.2%
-193.2%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.8% | -2.6% |
| 7D | -3.4% | -1.8% | -1.6% | -3.3% |
| 30D | -6.9% | +6.4% | -13.3% | -7.5% |
| 3M | -24.6% | +9.2% | -33.8% | -25.2% |
| 6M | -39.5% | -7.0% | -32.5% | -39.2% |
| YTD | -41.1% | -9.5% | -31.6% | -40.7% |
| 1Y | -37.9% | +6.2% | -44.2% | -38.5% |
| 3Y | +0.8% | +20.7% | -19.9% | -1.0% |
| 5Y | -4.7% | +103.6% | -108.3% | -8.7% |
| All | -1.0% | +192.2% | -193.2% | -4.3% |
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