+249.7%
SPOT vs ROL
+3.2%
+246.4%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.3% | -1.2% |
| 7D | -2.6% | -1.7% | -0.9% | -1.9% |
| 30D | +13.5% | +18.5% | -5.1% | +6.5% |
| 3M | +22.2% | +4.3% | +17.9% | +19.8% |
| 6M | +38.3% | -27.7% | +66.0% | +53.9% |
| YTD | +3.1% | -35.8% | +38.9% | +20.2% |
| 1Y | -7.6% | -34.1% | +26.5% | +6.7% |
| All | +249.7% | +3.2% | +246.4% | +241.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling