+6,268.1%
SO vs ROL
+9,562.4%
-3,294.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | -0.7% |
| 7D | -1.5% | +9.5% | -11.0% | -3.0% |
| 30D | +8.1% | +22.9% | -14.9% | +4.3% |
| 3M | +0.2% | +3.5% | -3.3% | -0.6% |
| 6M | +0.4% | -29.4% | +29.8% | +6.0% |
| YTD | +8.5% | -36.1% | +44.6% | +16.2% |
| 1Y | +4.9% | -34.4% | +39.3% | +11.8% |
| 3Y | +47.9% | +4.0% | +43.9% | +45.5% |
| 5Y | +75.7% | +13.2% | +62.4% | +69.1% |
| 10Y | +178.0% | +219.7% | -41.7% | +127.5% |
| All | +6,268.1% | +9,562.4% | -3,294.3% | +3,264.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling