+214.7%
ROL vs EXPD
+329.8%
-115.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | +3.4% | -7.4% | +10.8% | +6.3% |
| 30D | +20.8% | -2.1% | +22.9% | +21.6% |
| 3M | +3.7% | +5.7% | -2.0% | +1.3% |
| 6M | -27.7% | +21.4% | -49.0% | -33.1% |
| YTD | -34.9% | +27.6% | -62.5% | -41.3% |
| 1Y | -33.3% | +36.1% | -69.4% | -41.4% |
| 3Y | +4.3% | +69.9% | -65.6% | -18.3% |
| 5Y | +15.0% | +59.7% | -44.7% | -9.6% |
| 10Y | +214.7% | +323.0% | -108.4% | +55.5% |
| All | +214.7% | +329.8% | -115.2% | +55.5% |
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