+214.9%
ROL vs STT
+211.9%
+3.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.2% | -1.1% | +1.4% |
| 7D | +7.5% | +0.9% | +6.6% | +7.3% |
| 30D | +21.1% | -2.3% | +23.5% | +21.7% |
| 3M | +3.1% | -7.0% | +10.1% | +4.6% |
| 6M | -27.4% | +15.5% | -42.9% | -30.1% |
| YTD | -34.7% | +35.6% | -70.3% | -39.6% |
| 1Y | -32.9% | +47.9% | -80.8% | -39.2% |
| 3Y | +6.1% | +181.1% | -174.9% | -18.8% |
| 5Y | +16.3% | +108.2% | -91.9% | -6.8% |
| 10Y | +214.9% | +201.0% | +13.9% | +119.6% |
| All | +214.9% | +211.9% | +3.0% | +119.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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