+9,562.4%
ROL vs SAN
+1,664.5%
+7,897.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.2% | +0.2% | -1.6% |
| 7D | +9.5% | +4.9% | +4.6% | +8.3% |
| 30D | +22.9% | -13.0% | +35.9% | +26.8% |
| 3M | +3.5% | -18.9% | +22.4% | +8.3% |
| 6M | -29.4% | -4.1% | -25.2% | -29.3% |
| YTD | -36.1% | +2.6% | -38.6% | -37.4% |
| 1Y | -34.4% | +16.9% | -51.3% | -37.8% |
| 3Y | +4.0% | +239.1% | -235.0% | -25.2% |
| 5Y | +13.2% | +266.8% | -253.6% | -22.8% |
| 10Y | +219.7% | +246.0% | -26.4% | +104.8% |
| All | +9,562.4% | +1,664.5% | +7,897.9% | +3,947.9% |
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 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