+4.7%
ROL vs SBAC
-6.5%
+11.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +18.5% |
| 3M | +7.9% | +3.1% | +4.8% | +7.1% |
| 6M | -25.6% | -7.0% | -18.6% | -25.0% |
| YTD | -34.1% | +0.5% | -34.6% | -34.6% |
| 1Y | -31.4% | +0.2% | -31.6% | -31.8% |
| 3Y | +4.7% | -7.4% | +12.0% | +7.5% |
| All | +4.7% | -6.5% | +11.2% | +7.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling