+2,459.9%
ROL vs SGI
+1,905.4%
+554.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.5% | +3.4% | -1.2% |
| 7D | +9.5% | +1.0% | +8.5% | +9.3% |
| 30D | +22.9% | +3.9% | +19.0% | +22.2% |
| 3M | +3.5% | -0.8% | +4.4% | +3.5% |
| 6M | -29.4% | -18.0% | -11.4% | -27.5% |
| YTD | -36.1% | -27.6% | -8.4% | -33.3% |
| 1Y | -34.4% | -27.2% | -7.1% | -31.6% |
| 3Y | +4.0% | +76.0% | -72.0% | -7.8% |
| 5Y | +13.2% | +50.0% | -36.7% | +0.1% |
| 10Y | +219.7% | +399.1% | -179.4% | +109.9% |
| All | +2,459.9% | +1,905.4% | +554.4% | +897.5% |
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