+207.9%
ROL vs SPG
+61.5%
+146.3%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.2% | -3.7% | -2.7% |
| 7D | -3.4% | 0.0% | -3.4% | -3.4% |
| 30D | -6.9% | -4.9% | -2.0% | -6.4% |
| 3M | -24.6% | +3.3% | -27.9% | -24.9% |
| 6M | -39.5% | +11.2% | -50.7% | -40.3% |
| YTD | -41.1% | +17.1% | -58.2% | -42.2% |
| 1Y | -37.9% | +21.6% | -59.5% | -39.4% |
| 3Y | +0.8% | +111.9% | -111.1% | -7.8% |
| 5Y | -4.7% | +106.9% | -111.6% | -13.0% |
| 10Y | +207.9% | +62.2% | +145.7% | +215.5% |
| All | +207.9% | +61.5% | +146.3% | +215.5% |
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