+5,644.5%
ROL vs SPYG
+561.6%
+5,082.8%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.1% | -2.2% |
| 7D | -3.4% | +1.2% | -4.6% | -4.2% |
| 30D | -6.9% | -1.6% | -5.4% | -6.1% |
| 3M | -24.6% | +3.4% | -28.0% | -26.7% |
| 6M | -39.5% | +18.9% | -58.4% | -46.6% |
| YTD | -41.1% | +13.8% | -54.9% | -46.6% |
| 1Y | -37.9% | +20.6% | -58.5% | -46.1% |
| 3Y | +0.8% | +100.5% | -99.7% | -40.0% |
| 5Y | -4.7% | +84.6% | -89.3% | -41.6% |
| 10Y | +207.9% | +410.8% | -202.9% | -11.8% |
| All | +5,644.5% | +561.6% | +5,082.8% | +810.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling