+1,351.5%
ROL vs SPXU
-100.0%
+1,451.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.9% | +4.0% | -0.9% |
| 7D | +0.8% | +1.5% | -0.8% | +1.4% |
| 30D | +20.6% | +6.4% | +14.2% | +22.9% |
| 3M | +4.5% | +4.2% | +0.2% | +6.0% |
| 6M | -26.5% | -7.8% | -18.7% | -27.6% |
| YTD | -34.8% | -27.5% | -7.3% | -39.2% |
| 1Y | -33.2% | -27.1% | -6.0% | -37.4% |
| 3Y | +4.5% | -80.8% | +85.3% | -28.0% |
| 5Y | +15.5% | -84.1% | +99.6% | -15.2% |
| 10Y | +217.2% | -99.5% | +316.7% | +4.5% |
| All | +1,351.5% | -100.0% | +1,451.5% | +55.3% |
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