+363.5%
SE vs ROL
+106.2%
+257.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.6% | -1.4% | -0.1% |
| 7D | -0.5% | +3.0% | -3.5% | -1.9% |
| 30D | -20.9% | +19.8% | -40.7% | -27.9% |
| 3M | -38.9% | +7.9% | -46.8% | -41.5% |
| 6M | -19.4% | -25.6% | +6.2% | -7.7% |
| YTD | -40.9% | -34.1% | -6.8% | -28.1% |
| 1Y | -46.2% | -31.4% | -14.8% | -36.1% |
| 3Y | +63.7% | +4.7% | +59.0% | +48.4% |
| 5Y | -77.9% | +15.6% | -93.5% | -81.7% |
| All | +363.5% | +106.2% | +257.3% | +159.1% |
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