+220.7%
ROL vs SPYG
+393.2%
-172.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.9% | +3.5% | +3.0% |
| 7D | +3.0% | +2.3% | +0.6% | +1.8% |
| 30D | +19.8% | -6.5% | +26.2% | +23.2% |
| 3M | +7.9% | -6.8% | +14.7% | +11.0% |
| 6M | -25.6% | -3.1% | -22.5% | -25.4% |
| YTD | -34.1% | +8.0% | -42.2% | -37.7% |
| 1Y | -31.4% | +10.2% | -41.6% | -35.9% |
| 3Y | +4.7% | +91.0% | -86.3% | -30.7% |
| 5Y | +15.6% | +67.7% | -52.1% | -17.8% |
| All | +220.7% | +393.2% | -172.5% | +2.9% |
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