-58.2%
ROLR vs SPY
+33.3%
-91.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.2% | +2.2% |
| 7D | +9.0% | +3.3% | +5.7% | +6.4% |
| 30D | -29.9% | -2.7% | -27.2% | -28.3% |
| 3M | -43.8% | -1.7% | -42.0% | -43.0% |
| 6M | -53.6% | +3.1% | -56.7% | -54.7% |
| YTD | +58.3% | +11.9% | +46.4% | +45.3% |
| 1Y | +27.8% | +12.0% | +15.9% | +17.2% |
| All | -58.2% | +33.3% | -91.4% | -61.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling