+212.7%
ROL vs SBAC
+110.3%
+102.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.8% | +0.4% | -0.9% |
| 7D | -1.7% | -3.4% | +1.7% | -0.6% |
| 30D | +18.5% | +2.6% | +15.9% | +17.4% |
| 3M | +4.3% | +2.6% | +1.7% | +3.1% |
| 6M | -27.7% | -11.5% | -16.2% | -25.4% |
| YTD | -35.8% | -1.6% | -34.2% | -36.7% |
| 1Y | -34.1% | -5.1% | -29.0% | -34.2% |
| 3Y | +2.9% | -9.3% | +12.3% | +2.2% |
| 5Y | +12.7% | -41.0% | +53.7% | +29.2% |
| All | +212.7% | +110.3% | +102.5% | +169.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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