-34.7%
ROL vs SPXS
-30.2%
-4.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -4.9% | +7.6% | +2.6% |
| 7D | +14.6% | +2.2% | +12.4% | +14.6% |
| 30D | +29.3% | +3.8% | +25.5% | +29.4% |
| 3M | +2.0% | +3.3% | -1.3% | +2.2% |
| 6M | -28.5% | -16.7% | -11.9% | -30.0% |
| YTD | -35.3% | -28.5% | -6.8% | -37.7% |
| 1Y | -34.7% | -30.4% | -4.2% | -37.2% |
| All | -34.7% | -30.2% | -4.5% | -37.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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