+5,976.4%
SO vs ROL
+9,030.3%
-3,053.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.2% | -0.8% |
| 7D | -0.2% | -1.4% | +1.3% | +0.1% |
| 30D | -4.6% | -4.1% | -0.5% | -3.9% |
| 3M | -3.0% | -22.5% | +19.5% | +1.0% |
| 6M | -8.3% | -37.7% | +29.4% | -0.9% |
| YTD | +3.5% | -39.6% | +43.1% | +12.1% |
| 1Y | -0.9% | -36.0% | +35.1% | +6.1% |
| 3Y | +45.4% | -5.1% | +50.5% | +45.2% |
| 5Y | +59.6% | -3.4% | +63.0% | +57.6% |
| 10Y | +156.6% | +215.2% | -58.6% | +111.1% |
| All | +5,976.4% | +9,030.3% | -3,053.9% | +3,146.0% |
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 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