+995.4%
ROL vs STLA
+263.8%
+731.6%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | +0.3% |
| 7D | -1.4% | +2.6% | -4.0% | -1.7% |
| 30D | -4.1% | -1.2% | -2.8% | -4.1% |
| 3M | -22.5% | -24.8% | +2.3% | -20.4% |
| 6M | -37.7% | -25.6% | -12.1% | -36.1% |
| YTD | -39.6% | -48.9% | +9.4% | -35.9% |
| 1Y | -36.0% | -38.8% | +2.7% | -33.9% |
| 3Y | -5.1% | -64.5% | +59.4% | +2.4% |
| 5Y | -3.4% | -62.4% | +59.1% | +1.8% |
| 10Y | +215.2% | +55.4% | +159.9% | +176.3% |
| All | +995.4% | +263.8% | +731.6% | +805.1% |
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