+215.9%
ROL vs SM
+8.4%
+207.5%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.5% | +2.9% | +0.5% |
| 7D | -1.4% | +0.1% | -1.5% | -1.4% |
| 30D | -4.1% | +26.3% | -30.4% | -4.7% |
| 3M | -22.5% | +8.7% | -31.2% | -22.8% |
| 6M | -37.7% | +51.7% | -89.3% | -38.5% |
| YTD | -39.6% | +99.0% | -138.6% | -40.8% |
| 1Y | -36.0% | +34.6% | -70.6% | -36.8% |
| 3Y | -5.1% | -7.8% | +2.6% | -5.9% |
| 5Y | -3.4% | +104.8% | -108.2% | -6.7% |
| All | +215.9% | +8.4% | +207.5% | +198.0% |
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