+3,704.7%
ROL vs SUI
+4,037.5%
-332.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.8% | +0.6% |
| 7D | -1.4% | -2.8% | +1.4% | -0.4% |
| 30D | -4.1% | -1.2% | -2.9% | -3.7% |
| 3M | -22.5% | -1.7% | -20.8% | -22.1% |
| 6M | -37.7% | -10.5% | -27.2% | -35.1% |
| YTD | -39.6% | -1.8% | -37.7% | -39.4% |
| 1Y | -36.0% | -4.1% | -31.9% | -35.3% |
| 3Y | -5.1% | +11.3% | -16.4% | -11.4% |
| 5Y | -3.4% | -32.1% | +28.7% | +7.6% |
| 10Y | +215.2% | +110.4% | +104.8% | +116.2% |
| All | +3,704.7% | +4,037.5% | -332.8% | +1,017.4% |
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