+1,422.7%
ROL vs SPXS
-100.0%
+1,522.7%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | +0.8% |
| 7D | -1.4% | -0.1% | -1.3% | -1.4% |
| 30D | -4.1% | +0.8% | -4.9% | -3.8% |
| 3M | -22.5% | -4.7% | -17.8% | -23.2% |
| 6M | -37.7% | -29.6% | -8.0% | -42.8% |
| YTD | -39.6% | -29.8% | -9.8% | -44.4% |
| 1Y | -36.0% | -38.9% | +2.9% | -43.1% |
| 3Y | -5.1% | -79.6% | +74.5% | -34.0% |
| 5Y | -3.4% | -85.9% | +82.5% | -32.2% |
| 10Y | +215.2% | -99.5% | +314.8% | +2.2% |
| All | +1,422.7% | -100.0% | +1,522.7% | +38.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling