+0.8%
ROL vs SITM
+409.8%
-409.0%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.1% | -0.4% | -2.5% |
| 7D | -3.4% | +8.4% | -11.8% | -3.5% |
| 30D | -6.9% | -17.4% | +10.5% | -6.8% |
| 3M | -24.6% | -9.8% | -14.8% | -24.6% |
| 6M | -39.5% | +83.0% | -122.5% | -40.4% |
| YTD | -41.1% | +69.6% | -110.7% | -41.9% |
| 1Y | -37.9% | +144.9% | -182.8% | -39.2% |
| 3Y | +0.8% | +429.9% | -429.1% | -8.0% |
| All | +0.8% | +409.8% | -409.0% | -8.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling