+217.2%
ROL vs SM
+10.6%
+206.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.6% | -5.4% | 0.0% |
| 7D | +0.8% | +0.3% | +0.4% | +0.7% |
| 30D | +20.6% | -17.3% | +37.9% | +21.0% |
| 3M | +4.5% | -3.6% | +8.1% | +4.4% |
| 6M | -26.5% | +2.9% | -29.4% | -26.8% |
| YTD | -34.8% | +70.2% | -105.0% | -36.0% |
| 1Y | -33.2% | +66.5% | -99.7% | -34.4% |
| 3Y | +4.5% | -8.2% | +12.7% | +3.5% |
| 5Y | +15.5% | -1.5% | +17.0% | +13.4% |
| 10Y | +217.2% | +11.9% | +205.3% | +200.4% |
| All | +217.2% | +10.6% | +206.7% | +200.4% |
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