-0.5%
ROL vs STT
+145.1%
-145.6%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.3% | +0.4% |
| 7D | -1.4% | +0.5% | -1.9% | -1.5% |
| 30D | -4.1% | +3.9% | -7.9% | -4.8% |
| 3M | -22.5% | +20.0% | -42.5% | -25.3% |
| 6M | -37.7% | +55.3% | -93.0% | -43.0% |
| YTD | -39.6% | +53.3% | -92.9% | -44.7% |
| 1Y | -36.0% | +74.7% | -110.7% | -43.1% |
| 3Y | -5.1% | +205.8% | -211.0% | -26.0% |
| All | -0.5% | +145.1% | -145.6% | -21.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling