+4.0%
ROL vs STZ
-37.2%
+41.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.8% | -0.3% | -1.6% |
| 7D | +9.5% | +4.9% | +4.6% | +8.2% |
| 30D | +22.9% | +20.9% | +2.1% | +17.5% |
| 3M | +3.5% | +8.0% | -4.4% | +1.3% |
| 6M | -29.4% | -5.3% | -24.1% | -29.2% |
| YTD | -36.1% | +5.9% | -42.0% | -37.2% |
| 1Y | -34.4% | +14.2% | -48.6% | -36.4% |
| 3Y | +4.0% | -37.0% | +41.0% | +7.6% |
| All | +4.0% | -37.2% | +41.2% | +7.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling