-4.2%
ROL vs SPYG
+83.9%
-88.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | -3.3% | +0.3% | -3.6% | -3.4% |
| 30D | -7.2% | -1.7% | -5.5% | -6.8% |
| 3M | -27.0% | +3.6% | -30.6% | -27.9% |
| 6M | -39.5% | +16.6% | -56.1% | -42.7% |
| YTD | -41.8% | +13.4% | -55.2% | -44.4% |
| 1Y | -38.9% | +19.6% | -58.5% | -42.9% |
| 3Y | -0.4% | +99.8% | -100.1% | -25.8% |
| 5Y | -4.2% | +85.0% | -89.2% | -26.9% |
| All | -4.2% | +83.9% | -88.1% | -26.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling