+5,608.7%
ROL vs SBAC
+2,207.9%
+3,400.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.9% | -0.2% | -1.9% |
| 7D | +9.5% | +1.2% | +8.3% | +9.3% |
| 30D | +22.9% | +11.2% | +11.8% | +21.3% |
| 3M | +3.5% | +4.5% | -0.9% | +2.9% |
| 6M | -29.4% | -12.2% | -17.2% | -28.5% |
| YTD | -36.1% | -0.1% | -35.9% | -36.4% |
| 1Y | -34.4% | -0.3% | -34.1% | -34.7% |
| 3Y | +4.0% | -8.7% | +12.7% | +3.9% |
| 5Y | +13.2% | -40.2% | +53.4% | +18.2% |
| 10Y | +219.7% | +97.3% | +122.3% | +194.1% |
| All | +5,608.7% | +2,207.9% | +3,400.8% | +4,067.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling