+6.1%
ROL vs SPY
+78.0%
-71.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.4% | -0.3% | +1.4% |
| 7D | +7.5% | +0.1% | +7.4% | +7.4% |
| 30D | +21.1% | -3.3% | +24.5% | +22.2% |
| 3M | +3.1% | -2.4% | +5.6% | +3.7% |
| 6M | -27.4% | +2.6% | -30.0% | -28.3% |
| YTD | -34.7% | +11.2% | -46.0% | -37.3% |
| 1Y | -32.9% | +13.4% | -46.3% | -36.0% |
| 3Y | +6.1% | +79.9% | -73.8% | -21.8% |
| All | +6.1% | +78.0% | -71.9% | -21.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling