+207.9%
ROL vs STZ
-14.3%
+222.2%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -5.6% | +3.1% | -1.1% |
| 7D | -3.4% | -7.4% | +4.0% | -1.5% |
| 30D | -6.9% | -10.9% | +3.9% | -4.2% |
| 3M | -24.6% | -13.4% | -11.2% | -21.8% |
| 6M | -39.5% | -16.2% | -23.3% | -36.9% |
| YTD | -41.1% | -10.4% | -30.7% | -39.7% |
| 1Y | -37.9% | -14.8% | -23.2% | -35.8% |
| 3Y | +0.8% | -50.1% | +50.9% | +18.2% |
| 5Y | -4.7% | -38.8% | +34.1% | +4.9% |
| 10Y | +207.9% | -14.1% | +222.0% | +203.9% |
| All | +207.9% | -14.3% | +222.2% | +203.9% |
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