+212.7%
ROL vs SPXS
-99.5%
+312.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.0% | -2.5% | -1.2% |
| 7D | -1.7% | -9.5% | +7.8% | -3.6% |
| 30D | +18.5% | +7.4% | +11.1% | +20.6% |
| 3M | +4.3% | +6.1% | -1.8% | +6.0% |
| 6M | -27.7% | -7.3% | -20.4% | -28.4% |
| YTD | -35.8% | -26.7% | -9.1% | -39.1% |
| 1Y | -34.1% | -26.2% | -7.9% | -37.3% |
| 3Y | +2.9% | -80.3% | +83.3% | -23.9% |
| 5Y | +12.7% | -83.4% | +96.1% | -11.3% |
| All | +212.7% | -99.5% | +312.2% | +27.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling