+4.3%
ROL vs SRE
+23.3%
-19.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | +3.4% | -8.2% | +11.6% | +5.2% |
| 30D | +20.8% | -3.6% | +24.4% | +21.6% |
| 3M | +3.7% | -6.3% | +10.0% | +4.9% |
| 6M | -27.7% | -13.0% | -14.6% | -25.7% |
| YTD | -34.9% | -9.2% | -25.7% | -33.9% |
| 1Y | -33.3% | -13.1% | -20.2% | -31.6% |
| 3Y | +4.3% | +22.4% | -18.1% | -3.6% |
| All | +4.3% | +23.3% | -19.0% | -3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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