+250.1%
SPOT vs ROL
+71.7%
+178.4%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.3% |
| 7D | -6.9% | -3.2% | -3.6% | -5.9% |
| 30D | +4.1% | -6.6% | +10.8% | +6.4% |
| 3M | +3.7% | -27.3% | +31.0% | +14.3% |
| 6M | -1.6% | -38.1% | +36.5% | +13.9% |
| YTD | -10.2% | -41.8% | +31.6% | +6.2% |
| 1Y | -25.9% | -37.8% | +11.9% | -14.6% |
| 3Y | +235.6% | -0.3% | +235.9% | +232.2% |
| 5Y | +110.6% | -5.1% | +115.6% | +105.0% |
| All | +250.1% | +71.7% | +178.4% | +177.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling