+365.7%
SE vs ROL
+100.2%
+265.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +1.2% |
| 7D | +2.0% | +9.5% | -7.5% | -2.5% |
| 30D | -20.0% | +22.9% | -42.9% | -28.1% |
| 3M | -31.8% | +3.5% | -35.3% | -33.4% |
| 6M | -15.9% | -29.4% | +13.5% | -1.1% |
| YTD | -40.6% | -36.1% | -4.6% | -26.7% |
| 1Y | -50.7% | -34.4% | -16.3% | -40.1% |
| 3Y | +70.3% | +4.0% | +66.3% | +54.5% |
| 5Y | -78.8% | +13.2% | -92.1% | -82.3% |
| All | +365.7% | +100.2% | +265.5% | +164.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling