+13.6%
ROL vs EXEL
+260.1%
-246.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.3% | -3.3% | -2.2% |
| 7D | +9.5% | +0.3% | +9.2% | +9.4% |
| 30D | +22.9% | +19.0% | +3.9% | +20.6% |
| 3M | +3.5% | +33.3% | -29.7% | +0.2% |
| 6M | -29.4% | +42.9% | -72.2% | -32.3% |
| YTD | -36.1% | +58.7% | -94.8% | -39.6% |
| 1Y | -34.4% | +70.5% | -104.9% | -38.5% |
| 3Y | +4.0% | +233.8% | -229.8% | -12.4% |
| All | +13.6% | +260.1% | -246.5% | -8.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling