+78.7%
SO vs ROL
+15.7%
+63.1%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.6% | -1.3% | +0.6% |
| 7D | +1.4% | +3.0% | -1.6% | +0.6% |
| 30D | +4.7% | +19.8% | -15.1% | +0.2% |
| 3M | +1.7% | +7.9% | -6.2% | -0.4% |
| 6M | +2.2% | -25.6% | +27.8% | +9.2% |
| YTD | +10.0% | -34.1% | +44.1% | +20.5% |
| 1Y | +6.0% | -31.4% | +37.4% | +14.8% |
| 3Y | +54.1% | +4.7% | +49.4% | +48.6% |
| All | +78.7% | +15.7% | +63.1% | +67.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling