+208.4%
ROL vs STZ
+9.8%
+198.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.8% | -0.3% | -1.6% |
| 7D | +9.5% | +4.9% | +4.6% | +8.0% |
| 30D | +22.9% | +20.9% | +2.1% | +16.7% |
| 3M | +3.5% | +8.0% | -4.4% | +1.2% |
| 6M | -29.4% | -5.3% | -24.1% | -28.6% |
| YTD | -36.1% | +5.9% | -42.0% | -37.5% |
| 1Y | -34.4% | +14.2% | -48.6% | -37.2% |
| 3Y | +4.0% | -37.0% | +41.0% | +14.6% |
| 5Y | +13.2% | -29.7% | +42.9% | +20.1% |
| All | +208.4% | +9.8% | +198.6% | +191.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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