+4,230.4%
ROL vs SPY
+3,027.0%
+1,203.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.4% | -0.3% | +0.3% |
| 7D | +7.5% | +0.1% | +7.4% | +7.3% |
| 30D | +21.1% | -3.3% | +24.5% | +23.9% |
| 3M | +3.1% | -2.4% | +5.6% | +4.6% |
| 6M | -27.4% | +2.6% | -30.0% | -29.4% |
| YTD | -34.7% | +11.2% | -46.0% | -40.3% |
| 1Y | -32.9% | +13.4% | -46.3% | -39.6% |
| 3Y | +6.1% | +79.9% | -73.8% | -34.4% |
| 5Y | +16.3% | +72.2% | -55.8% | -26.7% |
| 10Y | +214.9% | +307.3% | -92.5% | -1.4% |
| All | +4,230.4% | +3,027.0% | +1,203.4% | +274.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling