+222.8%
ROL vs SW
+185.4%
+37.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +1.1% |
| 7D | +11.7% | +4.7% | +7.1% | +11.4% |
| 30D | +27.7% | +5.0% | +22.7% | +27.3% |
| 3M | +3.7% | -7.3% | +11.0% | +4.1% |
| 6M | -27.8% | +15.0% | -42.8% | -28.6% |
| YTD | -34.7% | +18.5% | -53.2% | -35.7% |
| 1Y | -34.1% | +27.1% | -61.2% | -35.5% |
| 3Y | +5.9% | +49.3% | -43.4% | +1.4% |
| 5Y | +15.6% | -1.6% | +17.3% | +11.8% |
| All | +222.8% | +185.4% | +37.4% | +169.2% |
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