-37.8%
ROL vs SPMO
+24.7%
-62.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | -0.3% |
| 7D | -3.2% | +0.1% | -3.3% | -3.2% |
| 30D | -6.6% | -0.7% | -5.9% | -6.7% |
| 3M | -27.3% | +2.8% | -30.1% | -27.4% |
| 6M | -38.1% | +24.4% | -62.5% | -39.6% |
| YTD | -41.8% | +24.2% | -65.9% | -43.1% |
| 1Y | -37.8% | +24.5% | -62.3% | -40.4% |
| All | -37.8% | +24.7% | -62.5% | -40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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