+214.2%
ROL vs SW
+147.8%
+66.4%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.8% | +0.3% |
| 7D | -1.4% | -5.1% | +3.7% | -1.1% |
| 30D | -4.1% | -4.6% | +0.5% | -3.8% |
| 3M | -22.5% | +9.4% | -31.9% | -23.1% |
| 6M | -37.7% | +3.5% | -41.2% | -38.0% |
| YTD | -39.6% | +22.0% | -61.6% | -40.6% |
| 1Y | -36.0% | +2.2% | -38.2% | -36.5% |
| 3Y | -5.1% | +19.6% | -24.7% | -7.9% |
| 5Y | -3.4% | -2.3% | -1.0% | -6.5% |
| All | +214.2% | +147.8% | +66.4% | +167.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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