+597.0%
SE vs ROL
+84.4%
+512.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.5% | +3.6% | +2.4% |
| 7D | +0.6% | -3.4% | +4.0% | +2.3% |
| 30D | -0.1% | -6.9% | +6.9% | +3.4% |
| 3M | +34.1% | -24.6% | +58.7% | +53.5% |
| 6M | +23.2% | -39.5% | +62.7% | +57.4% |
| YTD | -11.2% | -41.1% | +29.9% | +14.8% |
| 1Y | -40.5% | -37.9% | -2.6% | -25.7% |
| 3Y | +196.3% | +0.8% | +195.5% | +171.2% |
| 5Y | -67.0% | -4.7% | -62.4% | -69.7% |
| All | +597.0% | +84.4% | +512.6% | +313.8% |
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