+208.2%
ROL vs SPY
+312.5%
-104.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -0.9% |
| 7D | -3.3% | -0.4% | -2.9% | -3.1% |
| 30D | -7.2% | -1.4% | -5.9% | -6.5% |
| 3M | -27.0% | +3.7% | -30.7% | -28.8% |
| 6M | -39.5% | +13.0% | -52.5% | -44.3% |
| YTD | -41.8% | +12.4% | -54.2% | -46.3% |
| 1Y | -38.9% | +18.5% | -57.4% | -45.6% |
| 3Y | -0.4% | +77.6% | -78.0% | -34.1% |
| 5Y | -4.2% | +81.7% | -85.9% | -38.2% |
| 10Y | +208.2% | +319.7% | -111.5% | +0.5% |
| All | +208.2% | +312.5% | -104.3% | +0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling