+4,024.2%
ROL vs SPG
+5,805.1%
-1,780.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -2.9% | -2.3% |
| 7D | +9.5% | +4.9% | +4.6% | +8.1% |
| 30D | +22.9% | +15.6% | +7.3% | +18.4% |
| 3M | +3.5% | +4.1% | -0.5% | +2.5% |
| 6M | -29.4% | +13.6% | -43.0% | -31.7% |
| YTD | -36.1% | +27.5% | -63.6% | -40.1% |
| 1Y | -34.4% | +32.2% | -66.6% | -39.1% |
| 3Y | +4.0% | +126.0% | -122.0% | -17.0% |
| 5Y | +13.2% | +74.7% | -61.5% | -4.8% |
| 10Y | +219.7% | +112.8% | +106.8% | +127.6% |
| All | +4,024.2% | +5,805.1% | -1,780.9% | +1,141.6% |
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 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