-1.6%
ROL vs SM
-7.7%
+6.1%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.5% | +2.9% | +0.4% |
| 7D | -1.4% | +0.1% | -1.5% | -1.4% |
| 30D | -4.1% | +26.3% | -30.4% | -4.3% |
| 3M | -22.5% | +8.7% | -31.2% | -22.7% |
| 6M | -37.7% | +51.7% | -89.3% | -38.1% |
| YTD | -39.6% | +99.0% | -138.6% | -40.1% |
| 1Y | -36.0% | +34.6% | -70.6% | -36.5% |
| All | -1.6% | -7.7% | +6.1% | -3.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling