+4.0%
ROL vs SPG
+124.5%
-120.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -2.9% | -2.3% |
| 7D | +9.5% | +4.9% | +4.6% | +8.0% |
| 30D | +22.9% | +15.6% | +7.3% | +18.0% |
| 3M | +3.5% | +4.1% | -0.5% | +2.2% |
| 6M | -29.4% | +13.6% | -43.0% | -32.0% |
| YTD | -36.1% | +27.5% | -63.6% | -40.2% |
| 1Y | -34.4% | +32.2% | -66.6% | -39.1% |
| 3Y | +4.0% | +126.0% | -122.0% | -14.6% |
| All | +4.0% | +124.5% | -120.5% | -14.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling