+1.6%
ROL vs EXE
+191.4%
-189.8%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.8% |
| 3M | -22.5% | +5.5% | -28.0% | -22.9% |
| 6M | -37.7% | -5.9% | -31.8% | -37.4% |
| YTD | -39.6% | -9.7% | -29.9% | -39.2% |
| 1Y | -36.0% | +3.6% | -39.6% | -36.4% |
| 3Y | -5.1% | +18.0% | -23.2% | -6.7% |
| 5Y | -3.4% | +109.4% | -112.8% | -7.4% |
| All | +1.6% | +191.4% | -189.8% | -1.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling