+2,508.4%
ROL vs SGI
+1,852.9%
+655.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.2% |
| 7D | +0.8% | -10.5% | +11.2% | +2.6% |
| 30D | +20.6% | +0.1% | +20.4% | +20.5% |
| 3M | +4.5% | -4.0% | +8.5% | +5.0% |
| 6M | -26.5% | -5.6% | -20.9% | -26.2% |
| YTD | -34.8% | -29.5% | -5.3% | -31.8% |
| 1Y | -33.2% | -31.5% | -1.7% | -29.7% |
| 3Y | +4.5% | +71.6% | -67.1% | -7.1% |
| 5Y | +15.5% | +50.5% | -35.0% | +2.0% |
| 10Y | +217.2% | +333.9% | -116.6% | +113.6% |
| All | +2,508.4% | +1,852.9% | +655.5% | +920.6% |
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