+205.1%
ROL vs SPXS
-99.5%
+304.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | +0.5% |
| 7D | -3.2% | +6.4% | -9.6% | -1.9% |
| 30D | -6.6% | +6.0% | -12.6% | -5.4% |
| 3M | -27.3% | -11.6% | -15.7% | -29.0% |
| 6M | -38.1% | -28.7% | -9.4% | -42.0% |
| YTD | -41.8% | -26.3% | -15.5% | -44.9% |
| 1Y | -37.8% | -34.9% | -2.9% | -42.6% |
| 3Y | -0.3% | -79.5% | +79.1% | -25.4% |
| 5Y | -5.1% | -85.9% | +80.9% | -28.2% |
| All | +205.1% | -99.5% | +304.6% | +23.2% |
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 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