-4.7%
ROL vs SPY
+81.8%
-86.4%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -2.3% |
| 7D | -3.4% | +0.5% | -4.0% | -3.7% |
| 30D | -6.9% | -0.9% | -6.0% | -6.6% |
| 3M | -24.6% | +3.9% | -28.5% | -26.1% |
| 6M | -39.5% | +14.5% | -54.1% | -43.6% |
| YTD | -41.1% | +12.9% | -54.0% | -44.7% |
| 1Y | -37.9% | +19.4% | -57.3% | -43.5% |
| 3Y | +0.8% | +78.5% | -77.7% | -28.1% |
| 5Y | -4.7% | +81.8% | -86.4% | -32.9% |
| All | -4.7% | +81.8% | -86.4% | -32.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling