+101.7%
SMR vs ROL
+5.9%
+95.9%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.6% | -5.9% | -3.2% |
| 7D | -8.3% | +3.0% | -11.2% | -8.2% |
| 30D | -20.1% | +19.8% | -39.8% | -19.9% |
| 3M | -52.7% | +7.9% | -60.6% | -52.5% |
| 6M | -61.0% | -25.6% | -35.4% | -59.3% |
| YTD | -67.1% | -34.1% | -33.0% | -64.5% |
| 1Y | -79.9% | -31.4% | -48.5% | -78.5% |
| 3Y | +101.7% | +4.7% | +97.1% | +126.3% |
| All | +101.7% | +5.9% | +95.9% | +126.3% |
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 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