+9,030.3%
ROL vs STT
+7,372.9%
+1,657.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.3% | +0.4% |
| 7D | -1.4% | +0.5% | -1.9% | -1.6% |
| 30D | -4.1% | +3.9% | -7.9% | -5.0% |
| 3M | -22.5% | +20.0% | -42.5% | -25.9% |
| 6M | -37.7% | +55.3% | -93.0% | -44.0% |
| YTD | -39.6% | +53.3% | -92.9% | -45.7% |
| 1Y | -36.0% | +74.7% | -110.7% | -44.3% |
| 3Y | -5.1% | +205.8% | -211.0% | -28.6% |
| 5Y | -3.4% | +145.0% | -148.4% | -25.3% |
| 10Y | +215.2% | +266.0% | -50.8% | +109.4% |
| All | +9,030.3% | +7,372.9% | +1,657.3% | +3,066.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling