+4.6%
ROL vs SPG
+111.2%
-106.6%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.7% |
| 7D | -1.4% | -2.4% | +1.0% | -0.8% |
| 30D | -4.1% | -6.8% | +2.8% | -2.2% |
| 3M | -22.5% | +2.7% | -25.2% | -23.1% |
| 6M | -37.7% | +5.5% | -43.1% | -38.7% |
| YTD | -39.6% | +15.7% | -55.3% | -42.0% |
| 1Y | -36.0% | +20.9% | -56.9% | -39.2% |
| All | +4.6% | +111.2% | -106.6% | -18.5% |
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 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