-37.8%
ROL vs SPXS
-34.6%
-3.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | +0.1% |
| 7D | -3.2% | +6.4% | -9.6% | -3.0% |
| 30D | -6.6% | +6.0% | -12.6% | -6.4% |
| 3M | -27.3% | -11.6% | -15.7% | -27.6% |
| 6M | -38.1% | -28.7% | -9.4% | -39.8% |
| YTD | -41.8% | -26.3% | -15.5% | -43.1% |
| 1Y | -37.8% | -34.9% | -2.9% | -40.3% |
| All | -37.8% | -34.6% | -3.2% | -40.3% |
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