+211.9%
ROL vs EXEL
+373.1%
-161.2%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.3% | -0.3% | -2.3% |
| 7D | -3.4% | +1.4% | -4.8% | -3.6% |
| 30D | -6.9% | +6.7% | -13.6% | -7.7% |
| 3M | -24.6% | +11.5% | -36.1% | -25.6% |
| 6M | -39.5% | +38.8% | -78.3% | -41.9% |
| YTD | -41.1% | +31.6% | -72.7% | -43.2% |
| 1Y | -37.9% | +53.0% | -90.9% | -41.3% |
| 3Y | +0.8% | +160.8% | -160.0% | -11.8% |
| 5Y | -4.7% | +190.1% | -194.8% | -18.6% |
| All | +211.9% | +373.1% | -161.2% | +159.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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