+466.2%
ROL vs SFM
+132.6%
+333.7%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.9% | -2.4% | +0.1% |
| 7D | -1.4% | -0.1% | -1.4% | -1.4% |
| 30D | -4.1% | -4.4% | +0.3% | -3.7% |
| 3M | -22.5% | +1.5% | -24.0% | -22.8% |
| 6M | -37.7% | +6.5% | -44.1% | -38.4% |
| YTD | -39.6% | +2.2% | -41.7% | -40.2% |
| 1Y | -36.0% | -41.9% | +5.9% | -32.5% |
| 3Y | -5.1% | +106.8% | -111.9% | -16.6% |
| 5Y | -3.4% | +231.6% | -234.9% | -21.7% |
| 10Y | +215.2% | +258.4% | -43.2% | +141.1% |
| All | +466.2% | +132.6% | +333.7% | +349.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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