+212.7%
ROL vs SM
+18.2%
+194.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +5.2% | -6.6% | -1.6% |
| 7D | -1.7% | +10.6% | -12.3% | -1.9% |
| 30D | +18.5% | -15.0% | +33.5% | +18.9% |
| 3M | +4.3% | +1.7% | +2.7% | +4.1% |
| 6M | -27.7% | +5.9% | -33.6% | -28.0% |
| YTD | -35.8% | +79.0% | -114.8% | -37.1% |
| 1Y | -34.1% | +84.7% | -118.8% | -35.5% |
| 3Y | +2.9% | -3.5% | +6.4% | +1.8% |
| 5Y | +12.7% | +4.9% | +7.8% | +10.5% |
| All | +212.7% | +18.2% | +194.6% | +195.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling