+304.8%
SPY vs ROL
+211.1%
+93.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | -0.6% | +3.4% | -4.0% | -1.6% |
| 30D | -3.7% | +20.8% | -24.4% | -9.3% |
| 3M | -2.7% | +3.7% | -6.5% | -4.2% |
| 6M | +2.2% | -27.7% | +29.8% | +12.4% |
| YTD | +10.8% | -34.9% | +45.8% | +25.7% |
| 1Y | +11.2% | -33.3% | +44.5% | +25.0% |
| 3Y | +76.5% | +4.3% | +72.2% | +66.0% |
| 5Y | +72.9% | +15.0% | +58.0% | +53.0% |
| 10Y | +304.8% | +214.7% | +90.1% | +144.6% |
| All | +304.8% | +211.1% | +93.7% | +144.6% |
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