+74.3%
ROL vs SITM
+3,319.5%
-3,245.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -5.5% | +8.1% | +2.9% |
| 7D | +3.0% | +6.6% | -3.6% | +2.6% |
| 30D | +19.8% | -15.3% | +35.1% | +20.5% |
| 3M | +7.9% | -35.4% | +43.3% | +9.8% |
| 6M | -25.6% | -46.8% | +21.1% | -23.9% |
| YTD | -34.1% | +25.9% | -60.0% | -37.1% |
| 1Y | -31.4% | +54.0% | -85.4% | -35.5% |
| 3Y | +4.7% | +315.6% | -310.9% | -14.1% |
| 5Y | +15.6% | +74.4% | -58.8% | -2.1% |
| All | +74.3% | +3,319.5% | -3,245.3% | +2.3% |
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