+0.8%
ROL vs SPYG
+100.8%
-100.0%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.1% | -2.5% |
| 7D | -3.4% | +1.2% | -4.6% | -3.6% |
| 30D | -6.9% | -1.6% | -5.4% | -6.7% |
| 3M | -24.6% | +3.4% | -28.0% | -25.1% |
| 6M | -39.5% | +18.9% | -58.4% | -41.7% |
| YTD | -41.1% | +13.8% | -54.9% | -42.7% |
| 1Y | -37.9% | +20.6% | -58.5% | -40.6% |
| 3Y | +0.8% | +100.5% | -99.7% | -20.5% |
| All | +0.8% | +100.8% | -100.0% | -20.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling