+63.7%
SE vs ROL
+5.9%
+57.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.6% | -1.4% | +0.6% |
| 7D | -0.5% | +3.0% | -3.5% | -1.1% |
| 30D | -20.9% | +19.8% | -40.7% | -23.7% |
| 3M | -38.9% | +7.9% | -46.8% | -39.8% |
| 6M | -19.4% | -25.6% | +6.2% | -14.7% |
| YTD | -40.9% | -34.1% | -6.8% | -35.4% |
| 1Y | -46.2% | -31.4% | -14.8% | -41.7% |
| 3Y | +63.7% | +4.7% | +59.0% | +182.9% |
| All | +63.7% | +5.9% | +57.8% | +182.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling