+15.0%
ROL vs SPXU
-83.3%
+98.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.5% | -0.1% |
| 7D | +3.4% | +0.5% | +2.9% | +3.6% |
| 30D | +20.8% | +10.9% | +9.9% | +22.9% |
| 3M | +3.7% | +9.6% | -5.9% | +5.5% |
| 6M | -27.7% | -4.7% | -23.0% | -27.9% |
| YTD | -34.9% | -24.6% | -10.3% | -37.3% |
| 1Y | -33.3% | -24.7% | -8.6% | -35.6% |
| 3Y | +4.3% | -80.0% | +84.4% | -18.2% |
| 5Y | +15.0% | -83.5% | +98.5% | -3.9% |
| All | +15.0% | -83.3% | +98.3% | -3.9% |
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