+5,022.3%
ROL vs STZ
+9,621.1%
-4,598.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.5% |
| 7D | -1.4% | -1.9% | +0.5% | -1.1% |
| 30D | -4.1% | -1.9% | -2.2% | -3.8% |
| 3M | -22.5% | -6.2% | -16.3% | -21.7% |
| 6M | -37.7% | -14.0% | -23.6% | -36.1% |
| YTD | -39.6% | -5.1% | -34.5% | -39.2% |
| 1Y | -36.0% | -9.6% | -26.5% | -35.2% |
| 3Y | -5.1% | -47.2% | +42.1% | +4.7% |
| 5Y | -3.4% | -33.6% | +30.2% | +2.1% |
| 10Y | +215.2% | -9.8% | +225.0% | +208.4% |
| All | +5,022.3% | +9,621.1% | -4,598.8% | +3,015.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling