-34.7%
ROL vs SNY
+2.7%
-37.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +4.7% | -2.0% | +0.4% |
| 7D | +14.6% | +12.4% | +2.2% | +8.0% |
| 30D | +29.3% | +20.1% | +9.1% | +18.1% |
| 3M | +2.0% | +11.2% | -9.2% | -3.6% |
| 6M | -28.5% | +9.5% | -38.0% | -32.2% |
| YTD | -35.3% | +3.4% | -38.7% | -36.4% |
| 1Y | -34.7% | +2.0% | -36.7% | -35.7% |
| All | -34.7% | +2.7% | -37.4% | -35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 1y: compounded portfolio wealth divided by compounded SNY 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…
1y analysis · Full analysis span regression · 6 months rolling