+6,050.2%
ROL vs EXEL
+340.0%
+5,710.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.3% | -3.3% | -2.3% |
| 7D | +9.5% | +0.3% | +9.2% | +9.4% |
| 30D | +22.9% | +19.0% | +3.9% | +20.1% |
| 3M | +3.5% | +33.3% | -29.7% | -0.5% |
| 6M | -29.4% | +42.9% | -72.2% | -32.9% |
| YTD | -36.1% | +58.7% | -94.8% | -40.2% |
| 1Y | -34.4% | +70.5% | -104.9% | -39.3% |
| 3Y | +4.0% | +233.8% | -229.8% | -13.6% |
| 5Y | +13.2% | +259.3% | -246.1% | -8.0% |
| 10Y | +219.7% | +484.1% | -264.5% | +126.2% |
| All | +6,050.2% | +340.0% | +5,710.2% | +2,862.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling