-39.5%
ROL vs SPG
+19.1%
-58.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | -3.2% | -1.2% | -2.0% | -2.7% |
| 30D | -4.9% | -6.1% | +1.2% | -2.6% |
| 3M | -25.8% | -3.6% | -22.2% | -25.0% |
| 6M | -37.6% | +10.4% | -48.0% | -40.5% |
| YTD | -41.5% | +14.4% | -55.9% | -44.9% |
| 1Y | -39.5% | +16.5% | -56.0% | -43.3% |
| All | -39.5% | +19.1% | -58.6% | -43.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling