-2.9%
ROL vs SN
+659.6%
-662.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.7% | -4.8% | -2.2% |
| 7D | +9.5% | +7.2% | +2.3% | +9.1% |
| 30D | +22.9% | +20.4% | +2.5% | +21.9% |
| 3M | +3.5% | +23.9% | -20.4% | +2.5% |
| 6M | -29.4% | +93.0% | -122.4% | -31.4% |
| YTD | -36.1% | +99.2% | -135.3% | -38.1% |
| 1Y | -34.4% | +142.6% | -177.0% | -37.0% |
| 3Y | +4.0% | +398.8% | -394.8% | -4.8% |
| All | -2.9% | +659.6% | -662.5% | -11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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