-0.5%
ROL vs SAN
+381.6%
-382.1%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.5% |
| 7D | -1.4% | +1.8% | -3.2% | -1.6% |
| 30D | -4.1% | +2.0% | -6.1% | -4.3% |
| 3M | -22.5% | +19.7% | -42.2% | -23.9% |
| 6M | -37.7% | +30.6% | -68.3% | -39.4% |
| YTD | -39.6% | +28.8% | -68.4% | -41.3% |
| 1Y | -36.0% | +57.8% | -93.8% | -39.2% |
| 3Y | -5.1% | +338.1% | -343.3% | -19.3% |
| All | -0.5% | +381.6% | -382.1% | -18.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling