+4.6%
ROL vs SBAC
-7.2%
+11.7%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.6% |
| 7D | -1.4% | -0.8% | -0.6% | -1.3% |
| 30D | -4.1% | +6.9% | -11.0% | -5.4% |
| 3M | -22.5% | -8.2% | -14.3% | -21.3% |
| 6M | -37.7% | -1.6% | -36.0% | -37.6% |
| YTD | -39.6% | -0.1% | -39.5% | -39.9% |
| 1Y | -36.0% | -0.5% | -35.6% | -36.3% |
| All | +4.6% | -7.2% | +11.7% | +2.4% |
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 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