+0.8%
ROL vs SPXS
-80.2%
+81.0%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.6% | -4.2% | -2.4% |
| 7D | -3.4% | -1.5% | -1.9% | -3.6% |
| 30D | -6.9% | +3.7% | -10.6% | -6.6% |
| 3M | -24.6% | -9.6% | -15.0% | -25.3% |
| 6M | -39.5% | -32.4% | -7.1% | -42.0% |
| YTD | -41.1% | -28.7% | -12.4% | -43.1% |
| 1Y | -37.9% | -38.1% | +0.2% | -41.0% |
| 3Y | +0.8% | -80.1% | +80.9% | -17.8% |
| All | +0.8% | -80.2% | +81.0% | -17.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling