+9.7%
ROL vs EXE
+155.8%
-146.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.6% | +0.5% | +1.9% |
| 7D | +7.5% | -3.9% | +11.4% | +7.9% |
| 30D | +21.1% | -2.6% | +23.7% | +21.3% |
| 3M | +3.1% | -6.9% | +10.0% | +3.7% |
| 6M | -27.4% | -9.3% | -18.1% | -26.9% |
| YTD | -34.7% | -20.7% | -14.0% | -33.6% |
| 1Y | -32.9% | -21.8% | -11.1% | -31.8% |
| 3Y | +6.1% | +16.2% | -10.1% | +4.5% |
| 5Y | +16.3% | +61.1% | -44.8% | +11.7% |
| All | +9.7% | +155.8% | -146.1% | +7.2% |
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