-20.9%
ROLR vs SPY
+33.1%
-54.0%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.4% |
| 7D | +2.7% | -2.0% | +4.7% | +4.1% |
| 30D | -3.9% | -1.7% | -2.2% | -2.9% |
| 3M | -12.6% | +4.7% | -17.4% | -15.9% |
| 6M | +43.6% | +12.5% | +31.1% | +31.1% |
| YTD | +199.0% | +11.7% | +187.3% | +173.9% |
| 1Y | +116.9% | +17.5% | +99.4% | +92.2% |
| All | -20.9% | +33.1% | -54.0% | -26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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