-34.7%
ROL vs SM
+70.4%
-105.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -15.3% | +18.1% | +2.5% |
| 7D | +14.6% | -21.5% | +36.1% | +14.3% |
| 30D | +29.3% | -11.4% | +40.7% | +28.6% |
| 3M | +2.0% | +0.6% | +1.4% | +0.9% |
| 6M | -28.5% | +0.2% | -28.8% | -29.7% |
| YTD | -35.3% | +69.7% | -105.0% | -39.9% |
| 1Y | -34.7% | +71.6% | -106.3% | -39.5% |
| All | -34.7% | +70.4% | -105.1% | -39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 1y: compounded portfolio wealth divided by compounded SM 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…
1y analysis · Full analysis span regression · 6 months rolling