+232.5%
ROL vs SPMO
+572.4%
-339.9%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.1% | -0.3% |
| 7D | -1.4% | +2.0% | -3.4% | -2.3% |
| 30D | -4.1% | -0.4% | -3.7% | -4.1% |
| 3M | -22.5% | -1.9% | -20.6% | -23.1% |
| 6M | -37.7% | +25.0% | -62.7% | -45.8% |
| YTD | -39.6% | +26.0% | -65.6% | -47.7% |
| 1Y | -36.0% | +28.7% | -64.7% | -45.5% |
| 3Y | -5.1% | +160.9% | -166.1% | -48.5% |
| 5Y | -3.4% | +147.9% | -151.3% | -46.2% |
| 10Y | +215.2% | +518.9% | -303.7% | +14.0% |
| All | +232.5% | +572.4% | -339.9% | +16.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling