+206.6%
ROL vs SIRI
-10.2%
+216.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.4% |
| 7D | -3.2% | +0.6% | -3.7% | -3.2% |
| 30D | -4.9% | +2.5% | -7.4% | -5.3% |
| 3M | -25.8% | +6.6% | -32.4% | -26.6% |
| 6M | -37.6% | +32.9% | -70.4% | -40.3% |
| YTD | -41.5% | +50.5% | -91.9% | -45.2% |
| 1Y | -39.5% | +28.0% | -67.4% | -42.0% |
| 3Y | +0.1% | -22.4% | +22.5% | -0.3% |
| 5Y | -4.6% | -41.3% | +36.7% | -3.4% |
| All | +206.6% | -10.2% | +216.8% | +174.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 10y: compounded portfolio wealth divided by compounded SIRI 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…
10y analysis · Full analysis span regression · 6 months rolling