+1,081.2%
ROL vs STLA
+168.9%
+912.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.5% | +3.7% | +0.5% |
| 7D | +0.8% | -11.6% | +12.4% | +2.0% |
| 30D | +20.6% | -6.2% | +26.7% | +21.1% |
| 3M | +4.5% | -24.6% | +29.1% | +7.2% |
| 6M | -26.5% | -44.9% | +18.4% | -22.4% |
| YTD | -34.8% | -62.3% | +27.4% | -28.9% |
| 1Y | -33.2% | -61.8% | +28.6% | -27.3% |
| 3Y | +4.5% | -75.3% | +79.8% | +16.9% |
| 5Y | +15.5% | -72.5% | +88.1% | +25.5% |
| 10Y | +217.2% | +0.8% | +216.5% | +189.8% |
| All | +1,081.2% | +168.9% | +912.3% | +903.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling