+214.7%
ROL vs SIMO
+395.4%
-180.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | -0.2% |
| 7D | +3.4% | -16.0% | +19.4% | +4.1% |
| 30D | +20.8% | -35.8% | +56.5% | +22.9% |
| 3M | +3.7% | -26.5% | +30.2% | +4.3% |
| 6M | -27.7% | -33.0% | +5.3% | -27.8% |
| YTD | -34.9% | +84.3% | -119.3% | -41.8% |
| 1Y | -33.3% | +82.0% | -115.3% | -40.3% |
| 3Y | +4.3% | +218.5% | -214.2% | -14.2% |
| 5Y | +15.0% | +175.0% | -160.1% | -6.2% |
| 10Y | +214.7% | +407.5% | -192.8% | +124.4% |
| All | +214.7% | +395.4% | -180.7% | +124.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling