-4.2%
ROL vs SPXS
-85.7%
+81.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.6% | -0.9% |
| 7D | -3.3% | +1.2% | -4.5% | -3.1% |
| 30D | -7.2% | +5.2% | -12.4% | -6.4% |
| 3M | -27.0% | -9.2% | -17.8% | -27.9% |
| 6M | -39.5% | -29.6% | -9.9% | -42.6% |
| YTD | -41.8% | -27.6% | -14.2% | -44.4% |
| 1Y | -38.9% | -36.7% | -2.1% | -42.8% |
| 3Y | -0.4% | -79.8% | +79.4% | -21.6% |
| 5Y | -4.2% | -85.9% | +81.7% | -23.0% |
| All | -4.2% | -85.7% | +81.5% | -23.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling