+4,478.7%
ROL vs SM
+1,302.7%
+3,176.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.0% | -3.1% | -2.2% |
| 7D | +9.5% | -25.9% | +35.4% | +11.8% |
| 30D | +22.9% | -15.1% | +38.1% | +24.2% |
| 3M | +3.5% | +4.9% | -1.3% | +2.7% |
| 6M | -29.4% | +6.1% | -35.5% | -30.3% |
| YTD | -36.1% | +63.4% | -99.5% | -39.2% |
| 1Y | -34.4% | +72.5% | -106.8% | -37.9% |
| 3Y | +4.0% | -16.9% | +20.9% | +2.2% |
| 5Y | +13.2% | -10.6% | +23.9% | +7.8% |
| 10Y | +219.7% | +11.3% | +208.4% | +145.9% |
| All | +4,478.7% | +1,302.7% | +3,176.1% | +2,540.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling