-34.7%
ROL vs SU
+88.1%
-122.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -4.5% | +7.3% | +2.6% |
| 7D | +14.6% | -7.1% | +21.7% | +14.2% |
| 30D | +29.3% | +4.8% | +24.5% | +28.5% |
| 3M | +2.0% | +12.5% | -10.5% | +1.2% |
| 6M | -28.5% | +6.5% | -35.0% | -29.7% |
| YTD | -35.3% | +65.8% | -101.1% | -39.1% |
| 1Y | -34.7% | +86.2% | -120.8% | -38.8% |
| All | -34.7% | +88.1% | -122.8% | -38.8% |
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