+214.9%
ROL vs SM
+4.9%
+209.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.7% | +4.8% | +2.1% |
| 7D | +7.5% | -22.3% | +29.8% | +8.1% |
| 30D | +21.1% | -21.4% | +42.5% | +21.7% |
| 3M | +3.1% | +1.4% | +1.8% | +2.9% |
| 6M | -27.4% | +0.1% | -27.5% | -27.7% |
| YTD | -34.7% | +59.0% | -93.7% | -35.8% |
| 1Y | -32.9% | +64.3% | -97.3% | -34.1% |
| 3Y | +6.1% | -13.1% | +19.3% | +5.3% |
| 5Y | +16.3% | -13.9% | +30.2% | +14.5% |
| 10Y | +214.9% | +1.7% | +213.2% | +198.3% |
| All | +214.9% | +4.9% | +209.9% | +198.3% |
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