+806.4%
SPYM vs ROL
+1,894.3%
-1,088.0%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.3% |
| 7D | -0.6% | +3.4% | -4.0% | -1.6% |
| 30D | -3.7% | +20.8% | -24.4% | -9.6% |
| 3M | -2.7% | +3.7% | -6.5% | -4.4% |
| 6M | +2.2% | -27.7% | +29.9% | +12.3% |
| YTD | +10.9% | -34.9% | +45.8% | +25.7% |
| 1Y | +11.3% | -33.3% | +44.6% | +25.0% |
| 3Y | +76.8% | +4.3% | +72.5% | +68.0% |
| 5Y | +73.5% | +15.0% | +58.5% | +56.4% |
| 10Y | +307.9% | +214.7% | +93.3% | +152.9% |
| All | +806.4% | +1,894.3% | -1,088.0% | +214.3% |
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