+214.7%
ROL vs SAN
+255.1%
-40.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.4% |
| 7D | +3.4% | +10.8% | -7.4% | +2.0% |
| 30D | +20.8% | -5.7% | +26.5% | +21.6% |
| 3M | +3.7% | -13.4% | +17.2% | +5.4% |
| 6M | -27.7% | +3.5% | -31.2% | -28.3% |
| YTD | -34.9% | +9.7% | -44.7% | -36.3% |
| 1Y | -33.3% | +20.9% | -54.2% | -35.6% |
| 3Y | +4.3% | +254.3% | -250.0% | -14.3% |
| 5Y | +15.0% | +304.2% | -289.3% | -8.9% |
| 10Y | +214.7% | +260.2% | -45.5% | +152.9% |
| All | +214.7% | +255.1% | -40.4% | +152.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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