+3,094.0%
SPY vs ROL
+3,869.5%
-775.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.5% |
| 7D | +0.1% | -1.4% | +1.5% | +0.6% |
| 30D | +0.1% | -4.1% | +4.1% | +1.3% |
| 3M | +2.0% | -22.5% | +24.5% | +10.1% |
| 6M | +13.0% | -37.7% | +50.7% | +30.6% |
| YTD | +13.5% | -39.6% | +53.1% | +32.0% |
| 1Y | +20.0% | -36.0% | +56.0% | +36.4% |
| 3Y | +77.2% | -5.1% | +82.3% | +74.4% |
| 5Y | +81.9% | -3.4% | +85.3% | +74.8% |
| 10Y | +314.1% | +215.2% | +98.8% | +162.9% |
| All | +3,094.0% | +3,869.5% | -775.5% | +780.0% |
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