-5.1%
ROL vs SU
+341.5%
-346.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -3.2% | +1.7% | -4.9% | -3.3% |
| 30D | -6.6% | +9.6% | -16.2% | -7.2% |
| 3M | -27.3% | +11.7% | -39.0% | -27.9% |
| 6M | -38.1% | +21.9% | -60.0% | -39.1% |
| YTD | -41.8% | +58.6% | -100.4% | -43.8% |
| 1Y | -37.8% | +66.5% | -104.3% | -40.2% |
| 3Y | -0.3% | +121.4% | -121.8% | -7.0% |
| 5Y | -5.1% | +355.7% | -360.8% | -14.2% |
| All | -5.1% | +341.5% | -346.5% | -14.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling