+3,797.0%
ROL vs SPG
+5,256.9%
-1,459.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.3% |
| 3M | -22.5% | +2.7% | -25.2% | -23.1% |
| 6M | -37.7% | +5.5% | -43.1% | -38.6% |
| YTD | -39.6% | +15.7% | -55.3% | -41.9% |
| 1Y | -36.0% | +20.9% | -56.9% | -39.2% |
| 3Y | -5.1% | +112.4% | -117.5% | -23.1% |
| 5Y | -3.4% | +101.4% | -104.7% | -21.8% |
| 10Y | +215.2% | +60.6% | +154.6% | +144.5% |
| All | +3,797.0% | +5,256.9% | -1,459.9% | +1,103.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling