+9,030.3%
ROL vs SAN
+2,116.5%
+6,913.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.6% |
| 7D | -1.4% | +1.8% | -3.2% | -1.9% |
| 30D | -4.1% | +2.0% | -6.1% | -4.6% |
| 3M | -22.5% | +19.7% | -42.2% | -26.0% |
| 6M | -37.7% | +30.6% | -68.3% | -41.9% |
| YTD | -39.6% | +28.8% | -68.4% | -43.8% |
| 1Y | -36.0% | +57.8% | -93.8% | -43.4% |
| 3Y | -5.1% | +338.1% | -343.3% | -35.6% |
| 5Y | -3.4% | +384.2% | -387.6% | -38.3% |
| 10Y | +215.2% | +353.1% | -137.9% | +89.6% |
| All | +9,030.3% | +2,116.5% | +6,913.8% | +3,538.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling