+1.2%
SO vs ROL
-37.3%
+38.5%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.5% | +3.5% | +1.2% |
| 7D | +1.0% | -3.4% | +4.4% | +1.4% |
| 30D | -3.2% | -6.9% | +3.7% | -2.5% |
| 3M | -1.7% | -24.6% | +22.9% | +1.4% |
| 6M | -7.2% | -39.5% | +32.3% | -2.9% |
| YTD | +4.6% | -41.1% | +45.7% | +8.3% |
| 1Y | +1.2% | -37.9% | +39.1% | +3.7% |
| All | +1.2% | -37.3% | +38.5% | +3.7% |
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