+379.5%
SE vs ROL
+104.4%
+275.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.1% | +0.9% | +1.9% |
| 7D | +3.3% | +7.5% | -4.2% | -0.4% |
| 30D | -18.2% | +21.1% | -39.3% | -25.8% |
| 3M | -31.3% | +3.1% | -34.4% | -32.7% |
| 6M | -10.1% | -27.4% | +17.3% | +4.3% |
| YTD | -38.9% | -34.7% | -4.2% | -25.3% |
| 1Y | -48.0% | -32.9% | -15.1% | -37.5% |
| 3Y | +78.8% | +6.1% | +72.7% | +60.7% |
| 5Y | -77.1% | +16.3% | -93.5% | -81.1% |
| All | +379.5% | +104.4% | +275.1% | +169.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling