-40.9%
SE vs ROL
-35.4%
-5.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.0% |
| 7D | -6.1% | -1.4% | -4.7% | -5.9% |
| 30D | -2.5% | -4.1% | +1.6% | -1.8% |
| 3M | +21.7% | -22.5% | +44.2% | +26.5% |
| 6M | +27.0% | -37.7% | +64.7% | +39.1% |
| YTD | -12.1% | -39.6% | +27.4% | -1.7% |
| 1Y | -40.9% | -36.0% | -4.9% | -34.2% |
| All | -40.9% | -35.4% | -5.5% | -34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 1y: compounded portfolio wealth divided by compounded ROL 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…
1y analysis · Full analysis span regression · 6 months rolling