-4.7%
ROL vs SPXU
-86.0%
+81.4%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -6.4% |
| 3M | -24.6% | -9.6% | -15.0% | -25.7% |
| 6M | -39.5% | -32.4% | -7.2% | -43.0% |
| YTD | -41.1% | -28.7% | -12.4% | -43.9% |
| 1Y | -37.9% | -38.2% | +0.3% | -42.2% |
| 3Y | +0.8% | -80.4% | +81.2% | -21.2% |
| 5Y | -4.7% | -86.0% | +81.4% | -23.7% |
| All | -4.7% | -86.0% | +81.4% | -23.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling