+311.5%
SPY vs ROL
+203.4%
+108.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | +0.3% |
| 7D | +0.5% | -3.4% | +4.0% | +1.6% |
| 30D | -0.9% | -6.9% | +6.0% | +1.3% |
| 3M | +3.9% | -24.6% | +28.5% | +13.1% |
| 6M | +14.5% | -39.5% | +54.1% | +33.8% |
| YTD | +12.9% | -41.1% | +54.0% | +32.6% |
| 1Y | +19.4% | -37.9% | +57.3% | +37.0% |
| 3Y | +78.5% | +0.8% | +77.7% | +69.2% |
| 5Y | +81.8% | -4.7% | +86.4% | +71.6% |
| 10Y | +311.5% | +207.9% | +103.6% | +153.8% |
| All | +311.5% | +203.4% | +108.1% | +153.8% |
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