+214.9%
ROL vs SIMO
+434.7%
-219.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.7% | -3.6% | +1.8% |
| 7D | +7.5% | -8.5% | +16.0% | +7.8% |
| 30D | +21.1% | -34.8% | +56.0% | +23.2% |
| 3M | +3.1% | -32.8% | +36.0% | +4.3% |
| 6M | -27.4% | -32.0% | +4.6% | -27.6% |
| YTD | -34.7% | +87.0% | -121.7% | -41.6% |
| 1Y | -32.9% | +86.1% | -119.0% | -40.1% |
| 3Y | +6.1% | +226.4% | -220.3% | -12.9% |
| 5Y | +16.3% | +172.1% | -155.8% | -4.8% |
| 10Y | +214.9% | +408.0% | -193.2% | +124.7% |
| All | +214.9% | +434.7% | -219.8% | +124.7% |
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