+5,320.8%
ROL vs STZ
+10,752.7%
-5,431.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.8% | -0.3% | -1.8% |
| 7D | +9.5% | +4.9% | +4.6% | +8.5% |
| 30D | +22.9% | +20.9% | +2.1% | +18.8% |
| 3M | +3.5% | +8.0% | -4.4% | +2.1% |
| 6M | -29.4% | -5.3% | -24.1% | -28.8% |
| YTD | -36.1% | +5.9% | -42.0% | -36.9% |
| 1Y | -34.4% | +14.2% | -48.6% | -36.2% |
| 3Y | +4.0% | -37.0% | +41.0% | +11.2% |
| 5Y | +13.2% | -29.7% | +42.9% | +18.4% |
| 10Y | +219.7% | +5.2% | +214.5% | +204.5% |
| All | +5,320.8% | +10,752.7% | -5,431.9% | +3,131.8% |
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