+111.7%
SPOT vs ROL
-2.9%
+114.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.5% | 0.0% | -1.8% |
| 7D | -2.9% | -3.4% | +0.6% | -1.9% |
| 30D | +8.3% | -6.9% | +15.2% | +10.5% |
| 3M | +5.1% | -24.6% | +29.7% | +13.6% |
| 6M | -6.5% | -39.5% | +33.1% | +7.7% |
| YTD | -9.0% | -41.1% | +32.1% | +5.8% |
| 1Y | -26.4% | -37.9% | +11.5% | -16.0% |
| 3Y | +240.0% | +0.8% | +239.2% | +242.1% |
| 5Y | +111.7% | -4.7% | +116.4% | +81.7% |
| All | +111.7% | -2.9% | +114.6% | +81.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling