+2.1%
ROL vs STT
+183.0%
-180.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.4% |
| 7D | -1.7% | +5.1% | -6.8% | -2.2% |
| 30D | +18.5% | -0.2% | +18.8% | +18.5% |
| 3M | +4.3% | -8.1% | +12.5% | +5.3% |
| 6M | -27.7% | +16.6% | -44.4% | -29.5% |
| YTD | -35.8% | +37.8% | -73.6% | -39.0% |
| 1Y | -34.1% | +46.8% | -80.9% | -37.9% |
| All | +2.1% | +183.0% | -180.9% | -9.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling