-0.5%
ROL vs EXE
+109.5%
-110.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.5% |
| 7D | -1.4% | -0.3% | -1.2% | -1.4% |
| 30D | -4.1% | +8.5% | -12.5% | -4.9% |
| 3M | -22.5% | +5.5% | -28.0% | -23.0% |
| 6M | -37.7% | -5.9% | -31.8% | -37.4% |
| YTD | -39.6% | -9.7% | -29.9% | -39.1% |
| 1Y | -36.0% | +3.6% | -39.6% | -36.5% |
| 3Y | -5.1% | +18.0% | -23.2% | -6.9% |
| All | -0.5% | +109.5% | -110.0% | -6.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling