-69.4%
SMR vs ROL
-38.8%
-30.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.2% | -2.1% | -3.9% |
| 7D | +13.1% | -3.3% | +16.4% | +11.4% |
| 30D | +17.8% | -7.2% | +25.0% | +14.2% |
| 3M | +8.1% | -27.0% | +35.1% | -4.6% |
| 6M | -11.1% | -39.5% | +28.4% | -23.9% |
| YTD | -23.7% | -41.8% | +18.1% | -31.5% |
| 1Y | -69.4% | -38.9% | -30.5% | -71.3% |
| All | -69.4% | -38.8% | -30.6% | -71.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling