+16.0%
ROL vs STLA
-74.6%
+90.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.0% | +3.6% | +2.6% |
| 7D | +3.0% | -13.8% | +16.8% | +3.9% |
| 30D | +19.8% | -10.5% | +30.3% | +20.4% |
| 3M | +7.9% | -28.9% | +36.8% | +9.9% |
| 6M | -25.6% | -49.7% | +24.1% | -22.8% |
| YTD | -34.1% | -64.9% | +30.8% | -30.4% |
| 1Y | -31.4% | -64.0% | +32.6% | -27.7% |
| 3Y | +4.7% | -77.4% | +82.1% | +14.2% |
| All | +16.0% | -74.6% | +90.5% | +18.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling