+811.4%
SPYM vs ROL
+1,918.2%
-1,106.8%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -3.0% | -1.2% |
| 7D | +2.6% | +3.0% | -0.4% | +1.6% |
| 30D | -2.0% | +19.8% | -21.8% | -7.7% |
| 3M | -2.8% | +7.9% | -10.7% | -5.7% |
| 6M | +2.2% | -25.6% | +27.8% | +11.2% |
| YTD | +11.5% | -34.1% | +45.7% | +25.9% |
| 1Y | +13.5% | -31.4% | +44.9% | +26.2% |
| 3Y | +78.0% | +4.7% | +73.4% | +69.0% |
| 5Y | +73.1% | +15.6% | +57.5% | +55.8% |
| 10Y | +310.9% | +220.6% | +90.2% | +153.1% |
| All | +811.4% | +1,918.2% | -1,106.8% | +214.7% |
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