+78.9%
SPYM vs ROL
+1.0%
+77.8%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +2.0% | -0.2% |
| 7D | +0.6% | -3.4% | +4.0% | +1.0% |
| 30D | -0.9% | -6.9% | +6.0% | 0.0% |
| 3M | +3.9% | -24.6% | +28.5% | +7.9% |
| 6M | +14.5% | -39.5% | +54.1% | +23.3% |
| YTD | +13.0% | -41.1% | +54.1% | +21.9% |
| 1Y | +19.4% | -37.9% | +57.4% | +27.5% |
| 3Y | +78.9% | +0.8% | +78.1% | +76.1% |
| All | +78.9% | +1.0% | +77.8% | +76.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling