+1,246.0%
ROL vs SPXU
-100.0%
+1,346.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | +0.8% |
| 7D | -1.4% | -0.1% | -1.3% | -1.4% |
| 30D | -4.1% | +0.8% | -4.9% | -3.9% |
| 3M | -22.5% | -4.7% | -17.8% | -23.2% |
| 6M | -37.7% | -29.6% | -8.0% | -42.6% |
| YTD | -39.6% | -29.9% | -9.7% | -44.3% |
| 1Y | -36.0% | -39.1% | +3.1% | -43.0% |
| 3Y | -5.1% | -80.0% | +74.9% | -33.7% |
| 5Y | -3.4% | -86.0% | +82.7% | -31.7% |
| 10Y | +215.2% | -99.5% | +314.8% | +3.0% |
| All | +1,246.0% | -100.0% | +1,346.0% | +42.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling