+3,780.2%
ROL vs SIRI
-17.3%
+3,797.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.6% | +3.0% | +0.6% |
| 7D | -1.4% | +1.6% | -3.0% | -1.5% |
| 30D | -4.1% | -4.7% | +0.6% | -3.9% |
| 3M | -22.5% | +5.3% | -27.8% | -22.8% |
| 6M | -37.7% | +30.5% | -68.2% | -38.6% |
| YTD | -39.6% | +49.6% | -89.2% | -41.0% |
| 1Y | -36.0% | +28.5% | -64.5% | -37.0% |
| 3Y | -5.1% | -27.5% | +22.3% | -4.9% |
| 5Y | -3.4% | -44.7% | +41.3% | -2.6% |
| 10Y | +215.2% | -12.6% | +227.9% | +209.5% |
| All | +3,780.2% | -17.3% | +3,797.5% | +3,149.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling