+212.7%
ROL vs EXPD
+336.9%
-124.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.0% | -1.7% |
| 7D | -1.7% | +3.6% | -5.3% | -3.0% |
| 30D | +18.5% | +0.3% | +18.3% | +18.3% |
| 3M | +4.3% | +6.1% | -1.7% | +1.9% |
| 6M | -27.7% | +27.4% | -55.1% | -34.4% |
| YTD | -35.8% | +32.0% | -67.8% | -42.8% |
| 1Y | -34.1% | +40.5% | -74.6% | -42.8% |
| 3Y | +2.9% | +75.7% | -72.8% | -20.4% |
| 5Y | +12.7% | +61.7% | -49.0% | -11.6% |
| All | +212.7% | +336.9% | -124.2% | +53.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling