+4,012.4%
ROL vs SUI
+4,171.7%
-159.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.7% |
| 7D | +11.7% | +8.8% | +3.0% | +8.2% |
| 30D | +27.7% | +8.9% | +18.8% | +23.6% |
| 3M | +3.7% | +2.0% | +1.6% | +2.8% |
| 6M | -27.8% | -0.6% | -27.1% | -27.8% |
| YTD | -34.7% | +1.3% | -36.0% | -35.3% |
| 1Y | -34.1% | +1.3% | -35.4% | -34.7% |
| 3Y | +5.9% | +16.3% | -10.4% | -2.6% |
| 5Y | +15.6% | -25.1% | +40.7% | +23.9% |
| 10Y | +226.5% | +121.1% | +105.4% | +120.0% |
| All | +4,012.4% | +4,171.7% | -159.3% | +1,092.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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