+186.8%
SO vs ROL
+222.1%
-35.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.1% | -0.7% | +0.7% |
| 7D | -1.1% | +7.5% | -8.6% | -3.2% |
| 30D | +8.6% | +21.1% | -12.6% | +2.7% |
| 3M | +1.8% | +3.1% | -1.4% | +0.6% |
| 6M | +3.6% | -27.4% | +31.1% | +13.0% |
| YTD | +9.9% | -34.7% | +44.7% | +23.0% |
| 1Y | +5.7% | -32.9% | +38.7% | +17.2% |
| 3Y | +52.5% | +6.1% | +46.4% | +45.5% |
| 5Y | +77.3% | +16.3% | +61.0% | +61.2% |
| 10Y | +186.8% | +214.9% | -28.1% | +95.6% |
| All | +186.8% | +222.1% | -35.3% | +95.6% |
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