+1,849.3%
ROL vs SIMO
+2,312.3%
-463.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.3% | +0.8% | -1.3% |
| 7D | -1.7% | +14.9% | -16.6% | -2.9% |
| 30D | +18.5% | -27.0% | +45.5% | +21.0% |
| 3M | +4.3% | -25.4% | +29.7% | +5.6% |
| 6M | -27.7% | -30.3% | +2.5% | -27.6% |
| YTD | -35.8% | +95.8% | -131.6% | -43.3% |
| 1Y | -34.1% | +100.0% | -134.1% | -42.0% |
| 3Y | +2.9% | +238.3% | -235.3% | -16.2% |
| 5Y | +12.7% | +187.6% | -174.8% | -8.6% |
| 10Y | +212.6% | +422.5% | -209.9% | +128.0% |
| All | +1,849.3% | +2,312.3% | -463.0% | +892.1% |
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