+13,845.6%
SPGI vs ROL
+9,030.3%
+4,815.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.0% | -1.7% |
| 7D | +0.1% | -1.4% | +1.6% | +0.7% |
| 30D | +8.4% | -4.1% | +12.5% | +10.0% |
| 3M | +11.8% | -22.5% | +34.3% | +22.2% |
| 6M | +5.7% | -37.7% | +43.4% | +24.4% |
| YTD | -9.7% | -39.6% | +29.9% | +6.9% |
| 1Y | -12.5% | -36.0% | +23.6% | +1.4% |
| 3Y | +21.8% | -5.1% | +27.0% | +21.3% |
| 5Y | +8.2% | -3.4% | +11.6% | +6.0% |
| 10Y | +309.5% | +215.2% | +94.3% | +166.7% |
| All | +13,845.6% | +9,030.3% | +4,815.4% | +3,810.1% |
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