-37.9%
ROL vs SAN
+55.7%
-93.7%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.1% | -2.5% |
| 7D | -3.4% | +3.3% | -6.8% | -3.5% |
| 30D | -6.9% | +1.1% | -8.0% | -7.0% |
| 3M | -24.6% | +22.2% | -46.8% | -25.0% |
| 6M | -39.5% | +36.0% | -75.5% | -40.2% |
| YTD | -41.1% | +28.2% | -69.4% | -41.3% |
| 1Y | -37.9% | +54.1% | -92.1% | -37.7% |
| All | -37.9% | +55.7% | -93.7% | -37.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling