+9,030.3%
ROL vs EXPD
+30,859.1%
-21,828.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.2% |
| 7D | -1.4% | -1.1% | -0.3% | -1.2% |
| 30D | -4.1% | +4.1% | -8.2% | -5.1% |
| 3M | -22.5% | +17.9% | -40.4% | -25.8% |
| 6M | -37.7% | +29.2% | -66.9% | -41.8% |
| YTD | -39.6% | +27.4% | -66.9% | -43.4% |
| 1Y | -36.0% | +56.8% | -92.9% | -43.2% |
| 3Y | -5.1% | +68.0% | -73.2% | -18.3% |
| 5Y | -3.4% | +61.9% | -65.2% | -17.0% |
| 10Y | +215.2% | +316.0% | -100.8% | +114.7% |
| All | +9,030.3% | +30,859.1% | -21,828.8% | +3,749.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling