-34.7%
ROL vs SIMO
+94.5%
-129.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -9.6% | +12.3% | +2.0% |
| 7D | +14.6% | -16.9% | +31.4% | +13.1% |
| 30D | +29.3% | -35.4% | +64.6% | +26.1% |
| 3M | +2.0% | -31.9% | +33.9% | +0.2% |
| 6M | -28.5% | -19.3% | -9.2% | -29.5% |
| YTD | -35.3% | +98.5% | -133.8% | -36.1% |
| 1Y | -34.7% | +100.5% | -135.2% | -35.6% |
| All | -34.7% | +94.5% | -129.2% | -35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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