-34.4%
ROL vs EXPD
+35.2%
-69.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.3% | +0.2% | -1.5% |
| 7D | +9.5% | -7.2% | +16.7% | +11.5% |
| 30D | +22.9% | -3.3% | +26.2% | +23.8% |
| 3M | +3.5% | +3.4% | +0.2% | +2.3% |
| 6M | -29.4% | +22.7% | -52.1% | -33.8% |
| YTD | -36.1% | +24.5% | -60.6% | -38.5% |
| 1Y | -34.4% | +38.6% | -73.0% | -37.4% |
| All | -34.4% | +35.2% | -69.5% | -37.4% |
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 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