+206.6%
ROL vs SPXU
-99.6%
+306.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +2.9% | 0.0% |
| 7D | -3.2% | +2.5% | -5.6% | -2.6% |
| 30D | -4.9% | +4.2% | -9.1% | -4.0% |
| 3M | -25.8% | -9.3% | -16.6% | -27.2% |
| 6M | -37.6% | -30.7% | -6.9% | -41.9% |
| YTD | -41.5% | -28.1% | -13.3% | -44.9% |
| 1Y | -39.5% | -35.2% | -4.2% | -44.2% |
| 3Y | +0.1% | -79.9% | +80.1% | -25.5% |
| 5Y | -4.6% | -86.4% | +81.8% | -28.5% |
| All | +206.6% | -99.6% | +306.1% | +22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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