+220.7%
ROL vs SIRI
-7.4%
+228.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.3% | +2.2% | +2.5% |
| 7D | +3.0% | -1.7% | +4.7% | +3.2% |
| 30D | +19.8% | +21.1% | -1.4% | +16.5% |
| 3M | +7.9% | +14.7% | -6.8% | +5.7% |
| 6M | -25.6% | +22.9% | -48.6% | -28.0% |
| YTD | -34.1% | +65.7% | -99.9% | -39.2% |
| 1Y | -31.4% | +53.5% | -84.9% | -35.9% |
| 3Y | +4.7% | -23.0% | +27.7% | +5.4% |
| 5Y | +15.6% | -41.5% | +57.1% | +19.0% |
| All | +220.7% | -7.4% | +228.2% | +198.8% |
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