+207.9%
ROL vs STLA
+48.0%
+159.9%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.1% | +0.5% | -2.2% |
| 7D | -3.4% | +0.7% | -4.2% | -3.5% |
| 30D | -6.9% | -2.4% | -4.6% | -6.8% |
| 3M | -24.6% | -23.9% | -0.7% | -22.4% |
| 6M | -39.5% | -24.6% | -14.9% | -37.9% |
| YTD | -41.1% | -50.5% | +9.4% | -36.8% |
| 1Y | -37.9% | -39.8% | +1.9% | -35.6% |
| 3Y | +0.8% | -65.6% | +66.4% | +10.7% |
| 5Y | -4.7% | -62.1% | +57.4% | +0.5% |
| 10Y | +207.9% | +47.8% | +160.1% | +147.2% |
| All | +207.9% | +48.0% | +159.9% | +147.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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