+59.8%
SO vs ROL
-3.8%
+63.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.2% | -0.8% |
| 7D | -0.2% | -1.4% | +1.3% | +0.2% |
| 30D | -4.6% | -4.1% | -0.5% | -3.7% |
| 3M | -3.0% | -22.5% | +19.5% | +2.6% |
| 6M | -8.3% | -37.7% | +29.4% | +2.1% |
| YTD | +3.5% | -39.6% | +43.1% | +15.5% |
| 1Y | -0.9% | -36.0% | +35.1% | +8.6% |
| 3Y | +45.4% | -5.1% | +50.5% | +44.1% |
| All | +59.8% | -3.8% | +63.6% | +51.6% |
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 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