-4.7%
ROL vs SRE
+51.2%
-55.9%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.7% | -4.2% | -3.1% |
| 7D | -3.4% | +1.4% | -4.9% | -3.9% |
| 30D | -6.9% | +1.9% | -8.8% | -7.6% |
| 3M | -24.6% | -3.3% | -21.3% | -24.0% |
| 6M | -39.5% | -6.4% | -33.1% | -38.5% |
| YTD | -41.1% | -1.8% | -39.3% | -41.2% |
| 1Y | -37.9% | +10.7% | -48.7% | -40.6% |
| 3Y | +0.8% | +31.8% | -31.0% | -13.3% |
| 5Y | -4.7% | +49.2% | -53.9% | -22.8% |
| All | -4.7% | +51.2% | -55.9% | -22.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling