+5,711.5%
ROL vs EXEL
+273.2%
+5,438.3%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | -1.4% | +8.4% | -9.8% | -2.5% |
| 30D | -4.1% | +4.1% | -8.2% | -4.7% |
| 3M | -22.5% | +12.4% | -34.9% | -23.8% |
| 6M | -37.7% | +41.5% | -79.2% | -40.7% |
| YTD | -39.6% | +34.6% | -74.2% | -42.2% |
| 1Y | -36.0% | +57.9% | -93.9% | -40.3% |
| 3Y | -5.1% | +159.5% | -164.6% | -18.6% |
| 5Y | -3.4% | +198.5% | -201.9% | -19.6% |
| 10Y | +215.2% | +411.4% | -196.1% | +125.6% |
| All | +5,711.5% | +273.2% | +5,438.3% | +2,763.0% |
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 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