+2.1%
ROL vs SN
+425.1%
-423.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.0% | +1.5% | -1.3% |
| 7D | -1.7% | +1.4% | -3.1% | -1.8% |
| 30D | +18.5% | +16.6% | +1.9% | +17.7% |
| 3M | +4.3% | +18.3% | -13.9% | +3.5% |
| 6M | -27.7% | +103.1% | -130.8% | -30.0% |
| YTD | -35.8% | +96.7% | -132.5% | -37.9% |
| 1Y | -34.1% | +134.3% | -168.4% | -36.8% |
| All | +2.1% | +425.1% | -423.0% | -6.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling