-33.1%
ROL vs EXPD
+39.7%
-72.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.7% | -0.6% | +1.4% |
| 7D | +7.5% | -5.5% | +13.0% | +9.0% |
| 30D | +21.1% | -1.9% | +23.0% | +21.6% |
| 3M | +3.1% | +6.1% | -2.9% | +1.2% |
| 6M | -27.4% | +21.6% | -49.1% | -31.7% |
| YTD | -34.7% | +27.9% | -62.6% | -37.7% |
| All | -33.1% | +39.7% | -72.8% | -37.3% |
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