-33.3%
ROL vs SBAC
+0.4%
-33.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.4% |
| 7D | +3.4% | +3.6% | -0.3% | +2.9% |
| 30D | +20.8% | +4.9% | +15.9% | +19.8% |
| 3M | +3.7% | +6.5% | -2.7% | +2.6% |
| 6M | -27.7% | -11.1% | -16.5% | -27.3% |
| YTD | -34.9% | +0.9% | -35.9% | -34.5% |
| 1Y | -33.3% | -1.6% | -31.7% | -32.4% |
| All | -33.3% | +0.4% | -33.7% | -32.4% |
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