+206.6%
ROL vs SNY
+64.5%
+142.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | -3.2% | -3.3% | +0.2% | -2.3% |
| 30D | -4.9% | -2.2% | -2.8% | -4.4% |
| 3M | -25.8% | -3.0% | -22.8% | -25.3% |
| 6M | -37.6% | +2.7% | -40.3% | -38.1% |
| YTD | -41.5% | -6.8% | -34.6% | -40.5% |
| 1Y | -39.5% | -5.3% | -34.2% | -38.9% |
| 3Y | +0.1% | -9.8% | +9.9% | +0.4% |
| 5Y | -4.6% | +9.7% | -14.3% | -11.9% |
| All | +206.6% | +64.5% | +142.1% | +158.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling