+1,841.2%
ROL vs SIMO
+2,080.4%
-239.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.2% | -6.2% | -2.4% |
| 7D | +9.5% | -22.0% | +31.5% | +11.5% |
| 30D | +22.9% | -43.0% | +66.0% | +28.2% |
| 3M | +3.5% | -39.1% | +42.7% | +6.7% |
| 6M | -29.4% | -33.3% | +3.9% | -29.0% |
| YTD | -36.1% | +77.0% | -113.0% | -43.0% |
| 1Y | -34.4% | +73.0% | -107.4% | -41.4% |
| 3Y | +4.0% | +215.7% | -211.7% | -14.8% |
| 5Y | +13.2% | +155.6% | -142.4% | -7.2% |
| 10Y | +219.7% | +388.4% | -168.7% | +134.3% |
| All | +1,841.2% | +2,080.4% | -239.2% | +896.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling