+54.9%
ROL vs SITM
+4,789.7%
-4,734.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.5% | -5.1% | +0.2% |
| 7D | -3.2% | +3.9% | -7.0% | -3.4% |
| 30D | -4.9% | -6.6% | +1.7% | -4.6% |
| 3M | -25.8% | -11.9% | -14.0% | -25.8% |
| 6M | -37.6% | +81.1% | -118.7% | -41.0% |
| YTD | -41.5% | +80.0% | -121.5% | -44.9% |
| 1Y | -39.5% | +145.8% | -185.3% | -44.7% |
| 3Y | +0.1% | +475.9% | -475.7% | -18.9% |
| 5Y | -4.6% | +189.2% | -193.8% | -22.1% |
| All | +54.9% | +4,789.7% | -4,734.8% | -10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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