+212.7%
ROL vs SAN
+267.7%
-55.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.8% | +1.3% | -1.1% |
| 7D | -1.7% | +1.0% | -2.7% | -1.8% |
| 30D | +18.5% | -9.4% | +27.9% | +19.9% |
| 3M | +4.3% | -17.1% | +21.5% | +6.7% |
| 6M | -27.7% | +2.2% | -29.9% | -28.3% |
| YTD | -35.8% | +6.0% | -41.8% | -36.8% |
| 1Y | -34.1% | +12.7% | -46.8% | -35.7% |
| 3Y | +2.9% | +242.1% | -239.2% | -15.0% |
| 5Y | +12.7% | +293.6% | -280.9% | -10.4% |
| All | +212.7% | +267.7% | -55.0% | +152.8% |
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