+206.6%
ROL vs SPYG
+424.6%
-218.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.1% |
| 7D | -3.2% | -0.9% | -2.3% | -2.7% |
| 30D | -4.9% | -1.5% | -3.4% | -4.3% |
| 3M | -25.8% | +3.7% | -29.6% | -27.4% |
| 6M | -37.6% | +16.4% | -54.0% | -42.7% |
| YTD | -41.5% | +13.3% | -54.8% | -45.6% |
| 1Y | -39.5% | +17.9% | -57.3% | -45.1% |
| 3Y | +0.1% | +98.3% | -98.2% | -34.5% |
| 5Y | -4.6% | +86.4% | -91.0% | -36.1% |
| All | +206.6% | +424.6% | -218.0% | -1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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