+59.9%
ROL vs SITM
+4,608.4%
-4,548.5%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +6.5% | -6.1% | 0.0% |
| 7D | -1.4% | +9.7% | -11.2% | -2.0% |
| 30D | -4.1% | +12.7% | -16.8% | -5.2% |
| 3M | -22.5% | -13.4% | -9.1% | -22.5% |
| 6M | -37.7% | +59.6% | -97.3% | -40.7% |
| YTD | -39.6% | +73.3% | -112.9% | -43.0% |
| 1Y | -36.0% | +165.5% | -201.6% | -41.9% |
| 3Y | -5.1% | +368.7% | -373.9% | -21.8% |
| 5Y | -3.4% | +172.5% | -175.9% | -20.7% |
| All | +59.9% | +4,608.4% | -4,548.5% | -7.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling