-31.4%
ROL vs SBAC
-2.9%
-28.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.5% | +1.1% | +2.3% |
| 7D | +3.0% | +0.6% | +2.4% | +2.9% |
| 30D | +19.8% | +5.5% | +14.3% | +18.8% |
| 3M | +7.9% | +3.1% | +4.8% | +7.2% |
| 6M | -25.6% | -7.0% | -18.6% | -25.5% |
| YTD | -34.1% | +0.5% | -34.6% | -33.7% |
| 1Y | -31.4% | +0.2% | -31.6% | -30.8% |
| All | -31.4% | -2.9% | -28.5% | -30.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling