+6,166.8%
ROL vs EXEL
+347.1%
+5,819.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | 0.0% | +0.1% |
| 7D | +0.8% | -2.8% | +3.6% | +1.1% |
| 30D | +20.6% | +18.2% | +2.4% | +17.9% |
| 3M | +4.5% | +37.7% | -33.3% | 0.0% |
| 6M | -26.5% | +42.2% | -68.7% | -30.1% |
| YTD | -34.8% | +61.3% | -96.1% | -39.2% |
| 1Y | -33.2% | +64.5% | -97.7% | -37.9% |
| 3Y | +4.5% | +236.7% | -232.2% | -13.3% |
| 5Y | +15.5% | +296.3% | -280.8% | -7.3% |
| 10Y | +217.2% | +331.1% | -113.9% | +134.5% |
| All | +6,166.8% | +347.1% | +5,819.7% | +2,912.0% |
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