-0.5%
ROL vs EXPD
+61.6%
-62.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.2% |
| 7D | -1.4% | -1.1% | -0.3% | -1.1% |
| 30D | -4.1% | +4.1% | -8.2% | -5.2% |
| 3M | -22.5% | +17.9% | -40.4% | -26.1% |
| 6M | -37.7% | +29.2% | -66.9% | -42.3% |
| YTD | -39.6% | +27.4% | -66.9% | -43.8% |
| 1Y | -36.0% | +56.8% | -92.9% | -44.0% |
| 3Y | -5.1% | +68.0% | -73.2% | -20.2% |
| All | -0.5% | +61.6% | -62.0% | -17.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling