-36.0%
ROL vs SU
+70.8%
-106.8%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.8% | +0.4% |
| 7D | -1.4% | +2.9% | -4.3% | -1.4% |
| 30D | -4.1% | +7.2% | -11.3% | -4.0% |
| 3M | -22.5% | +2.8% | -25.3% | -23.2% |
| 6M | -37.7% | +18.2% | -55.9% | -38.1% |
| YTD | -39.6% | +54.0% | -93.5% | -39.3% |
| 1Y | -36.0% | +70.1% | -106.1% | -34.3% |
| All | -36.0% | +70.8% | -106.8% | -34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 1y: compounded portfolio wealth divided by compounded SU 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…
1y analysis · Full analysis span regression · 6 months rolling