-1.6%
ROL vs SN
+389.7%
-391.3%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.5% | +0.5% |
| 7D | -1.4% | -9.3% | +7.9% | -1.0% |
| 30D | -4.1% | -4.8% | +0.7% | -3.9% |
| 3M | -22.5% | +40.4% | -62.9% | -23.9% |
| 6M | -37.7% | +50.9% | -88.6% | -39.1% |
| YTD | -39.6% | +54.9% | -94.5% | -41.1% |
| 1Y | -36.0% | +43.0% | -79.0% | -37.3% |
| All | -1.6% | +389.7% | -391.3% | -15.3% |
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