+214.9%
ROL vs EXPD
+334.2%
-119.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.7% | -0.6% | +1.1% |
| 7D | +7.5% | -5.5% | +13.0% | +9.7% |
| 30D | +21.1% | -1.9% | +23.0% | +21.9% |
| 3M | +3.1% | +6.1% | -2.9% | +0.6% |
| 6M | -27.4% | +21.6% | -49.1% | -32.9% |
| YTD | -34.7% | +27.9% | -62.6% | -41.2% |
| 1Y | -32.9% | +39.4% | -72.3% | -41.6% |
| 3Y | +6.1% | +72.7% | -66.5% | -17.4% |
| 5Y | +16.3% | +60.3% | -44.0% | -8.7% |
| 10Y | +214.9% | +332.6% | -117.7% | +57.4% |
| All | +214.9% | +334.2% | -119.3% | +57.4% |
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