+214.9%
ROL vs STLA
+21.0%
+193.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.2% | +2.3% | +2.1% |
| 7D | +7.5% | -6.4% | +13.9% | +8.2% |
| 30D | +21.1% | -1.3% | +22.5% | +21.1% |
| 3M | +3.1% | -19.9% | +23.1% | +5.3% |
| 6M | -27.4% | -42.9% | +15.5% | -23.3% |
| YTD | -34.7% | -59.4% | +24.7% | -28.7% |
| 1Y | -32.9% | -56.8% | +23.9% | -27.5% |
| 3Y | +6.1% | -73.1% | +79.2% | +19.5% |
| 5Y | +16.3% | -70.1% | +86.4% | +25.9% |
| 10Y | +214.9% | +19.8% | +195.1% | +186.5% |
| All | +214.9% | +21.0% | +193.9% | +186.5% |
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