+220.7%
ROL vs SPG
+113.9%
+106.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.3% | +2.8% | +2.6% |
| 7D | +3.0% | +2.0% | +1.0% | +2.7% |
| 30D | +19.8% | +17.2% | +2.5% | +17.4% |
| 3M | +7.9% | +6.3% | +1.6% | +7.1% |
| 6M | -25.6% | +18.7% | -44.3% | -27.2% |
| YTD | -34.1% | +30.1% | -64.2% | -36.3% |
| 1Y | -31.4% | +32.8% | -64.2% | -33.8% |
| 3Y | +4.7% | +133.6% | -128.9% | -5.6% |
| 5Y | +15.6% | +84.4% | -68.8% | +5.5% |
| All | +220.7% | +113.9% | +106.8% | +222.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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