+0.8%
ROL vs SPXU
-80.6%
+81.3%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.7% | -4.2% | -2.3% |
| 7D | -3.4% | -1.5% | -2.0% | -3.6% |
| 30D | -6.9% | +3.7% | -10.7% | -6.5% |
| 3M | -24.6% | -9.6% | -15.0% | -25.3% |
| 6M | -39.5% | -32.4% | -7.2% | -42.1% |
| YTD | -41.1% | -28.7% | -12.4% | -43.1% |
| 1Y | -37.9% | -38.2% | +0.3% | -41.1% |
| 3Y | +0.8% | -80.4% | +81.2% | -18.3% |
| All | +0.8% | -80.6% | +81.3% | -18.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling