+216.0%
ROL vs STT
+204.5%
+11.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.3% | -2.1% |
| 7D | +9.5% | -2.5% | +12.0% | +10.1% |
| 30D | +22.9% | -5.0% | +27.9% | +24.2% |
| 3M | +3.5% | -10.5% | +14.0% | +5.9% |
| 6M | -29.4% | +10.0% | -39.4% | -31.3% |
| YTD | -36.1% | +30.7% | -66.7% | -40.4% |
| 1Y | -34.4% | +43.8% | -78.1% | -40.2% |
| 3Y | +4.0% | +168.1% | -164.1% | -19.6% |
| 5Y | +13.2% | +101.4% | -88.2% | -8.6% |
| All | +216.0% | +204.5% | +11.5% | +121.0% |
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