+4,614.2%
ROL vs SRE
+1,428.8%
+3,185.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.1% |
| 7D | +3.4% | -8.2% | +11.6% | +6.5% |
| 30D | +20.8% | -3.6% | +24.4% | +22.3% |
| 3M | +3.7% | -6.3% | +10.0% | +5.9% |
| 6M | -27.7% | -13.0% | -14.6% | -24.2% |
| YTD | -34.9% | -9.2% | -25.7% | -33.2% |
| 1Y | -33.3% | -13.1% | -20.2% | -30.4% |
| 3Y | +4.3% | +22.4% | -18.1% | -6.3% |
| 5Y | +15.0% | +47.1% | -32.2% | -4.1% |
| 10Y | +214.7% | +121.0% | +93.7% | +112.8% |
| All | +4,614.2% | +1,428.8% | +3,185.4% | +1,563.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling