+206.6%
ROL vs SU
+267.2%
-60.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | -3.2% | +2.2% | -5.4% | -3.4% |
| 30D | -4.9% | +8.4% | -13.3% | -5.6% |
| 3M | -25.8% | +12.1% | -37.9% | -26.7% |
| 6M | -37.6% | +19.7% | -57.2% | -38.8% |
| YTD | -41.5% | +58.4% | -99.9% | -44.2% |
| 1Y | -39.5% | +67.2% | -106.7% | -42.6% |
| 3Y | +0.1% | +125.0% | -124.9% | -8.7% |
| 5Y | -4.6% | +355.1% | -359.7% | -20.7% |
| All | +206.6% | +267.2% | -60.6% | +156.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling