+175.2%
SO vs ROL
+216.1%
-40.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | -0.5% |
| 7D | -1.5% | +9.5% | -11.0% | -4.1% |
| 30D | +8.1% | +22.9% | -14.9% | +1.8% |
| 3M | +0.2% | +3.5% | -3.3% | -1.1% |
| 6M | +0.4% | -29.4% | +29.8% | +10.3% |
| YTD | +8.5% | -36.1% | +44.6% | +22.1% |
| 1Y | +4.9% | -34.4% | +39.3% | +17.1% |
| 3Y | +47.9% | +4.0% | +43.9% | +42.0% |
| 5Y | +75.7% | +13.2% | +62.4% | +61.1% |
| All | +175.2% | +216.1% | -40.9% | +94.5% |
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