-31.4%
ROL vs SPXU
-26.3%
-5.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.2% | +1.3% | +2.6% |
| 7D | +3.0% | -7.6% | +10.5% | +2.8% |
| 30D | +19.8% | +5.3% | +14.4% | +19.8% |
| 3M | +7.9% | +9.6% | -1.7% | +8.3% |
| 6M | -25.6% | -4.5% | -21.1% | -26.0% |
| YTD | -34.1% | -25.9% | -8.3% | -36.4% |
| 1Y | -31.4% | -28.9% | -2.5% | -33.8% |
| All | -31.4% | -26.3% | -5.1% | -33.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling