-37.9%
ROL vs SIMO
+235.9%
-273.8%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +6.2% | -8.7% | -2.2% |
| 7D | -3.4% | +14.6% | -18.0% | -2.7% |
| 30D | -6.9% | +6.2% | -13.1% | -6.5% |
| 3M | -24.6% | +3.6% | -28.2% | -24.2% |
| 6M | -39.5% | +130.8% | -170.3% | -38.1% |
| YTD | -41.1% | +195.8% | -236.9% | -39.3% |
| 1Y | -37.9% | +225.0% | -262.9% | -36.5% |
| All | -37.9% | +235.9% | -273.8% | -36.5% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling