+6.5%
SO vs ROL
-32.4%
+38.9%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.1% | -0.7% | +1.1% |
| 7D | -1.1% | +7.5% | -8.6% | -2.0% |
| 30D | +8.6% | +21.1% | -12.6% | +6.0% |
| 3M | +1.8% | +3.1% | -1.4% | +0.7% |
| 6M | +3.6% | -27.4% | +31.1% | +5.2% |
| YTD | +9.9% | -34.7% | +44.7% | +9.3% |
| All | +6.5% | -32.4% | +38.9% | +5.8% |
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