-17.8%
ROLR vs SPY
+35.2%
-53.1%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.4% | +7.1% | +6.9% |
| 7D | +7.2% | +0.1% | +7.1% | +7.1% |
| 30D | +3.7% | +0.1% | +3.7% | +3.6% |
| 3M | +4.7% | +2.0% | +2.8% | +2.9% |
| 6M | +50.2% | +13.0% | +37.2% | +36.4% |
| YTD | +210.7% | +13.5% | +197.1% | +181.3% |
| 1Y | +125.4% | +20.0% | +105.4% | +96.8% |
| All | -17.8% | +35.2% | -53.1% | -24.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling