-37.9%
ROL vs SM
+46.7%
-84.7%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.6% | -6.2% | -2.6% |
| 7D | -3.4% | -0.2% | -3.3% | -3.4% |
| 30D | -6.9% | +31.5% | -38.5% | -7.4% |
| 3M | -24.6% | +17.3% | -41.9% | -25.1% |
| 6M | -39.5% | +48.5% | -88.1% | -40.5% |
| YTD | -41.1% | +106.3% | -147.4% | -42.8% |
| 1Y | -37.9% | +47.3% | -85.2% | -40.1% |
| All | -37.9% | +46.7% | -84.7% | -40.1% |
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