+2,318.9%
ROL vs SGI
+2,083.6%
+235.3%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.3% |
| 7D | -1.4% | +8.5% | -10.0% | -2.8% |
| 30D | -4.1% | +0.7% | -4.8% | -4.3% |
| 3M | -22.5% | +0.6% | -23.1% | -22.9% |
| 6M | -37.7% | -17.9% | -19.7% | -36.2% |
| YTD | -39.6% | -21.2% | -18.4% | -37.8% |
| 1Y | -36.0% | -18.9% | -17.2% | -34.7% |
| 3Y | -5.1% | +52.6% | -57.8% | -14.1% |
| 5Y | -3.4% | +60.7% | -64.1% | -15.6% |
| 10Y | +215.2% | +278.1% | -62.9% | +116.6% |
| All | +2,318.9% | +2,083.6% | +235.3% | +830.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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