-34.7%
ROL vs EXPD
+53.8%
-88.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -3.2% | +6.0% | +3.6% |
| 7D | +14.6% | +0.3% | +14.3% | +14.4% |
| 30D | +29.3% | +1.8% | +27.4% | +28.5% |
| 3M | +2.0% | +8.9% | -6.9% | -0.5% |
| 6M | -28.5% | +42.2% | -70.8% | -36.0% |
| YTD | -35.3% | +33.4% | -68.7% | -39.2% |
| 1Y | -34.7% | +47.2% | -81.9% | -39.8% |
| All | -34.7% | +53.8% | -88.5% | -39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 1y: compounded portfolio wealth divided by compounded EXPD 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…
1y analysis · Full analysis span regression · 6 months rolling