+301.7%
SPOT vs ROL
+89.3%
+212.3%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.3% | -1.3% |
| 7D | -2.6% | -1.7% | -0.9% | -2.0% |
| 30D | +13.5% | +18.5% | -5.1% | +7.5% |
| 3M | +22.2% | +4.3% | +17.9% | +20.4% |
| 6M | +38.3% | -27.7% | +66.0% | +52.4% |
| YTD | +3.1% | -35.8% | +38.9% | +17.9% |
| 1Y | -7.6% | -34.1% | +26.5% | +4.7% |
| 3Y | +250.0% | +2.9% | +247.1% | +243.0% |
| 5Y | +113.3% | +12.7% | +100.6% | +98.0% |
| All | +301.7% | +89.3% | +212.3% | +208.2% |
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