-4.2%
ROL vs SITM
+164.5%
-168.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -1.1% |
| 7D | -3.3% | +3.7% | -7.0% | -3.4% |
| 30D | -7.2% | -14.5% | +7.3% | -6.8% |
| 3M | -27.0% | -10.6% | -16.4% | -27.0% |
| 6M | -39.5% | +65.5% | -105.0% | -41.5% |
| YTD | -41.8% | +67.0% | -108.8% | -43.9% |
| 1Y | -38.9% | +138.6% | -177.5% | -42.3% |
| 3Y | -0.4% | +421.8% | -422.2% | -14.1% |
| 5Y | -4.2% | +172.4% | -176.6% | -18.1% |
| All | -4.2% | +164.5% | -168.7% | -18.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling