+207.9%
ROL vs SYF
+259.8%
-51.9%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.6% | -0.9% | -2.3% |
| 7D | -3.4% | +2.6% | -6.0% | -3.8% |
| 30D | -6.9% | 0.0% | -7.0% | -7.0% |
| 3M | -24.6% | +11.9% | -36.5% | -26.0% |
| 6M | -39.5% | +18.9% | -58.4% | -41.2% |
| YTD | -41.1% | -4.6% | -36.5% | -41.1% |
| 1Y | -37.9% | +6.4% | -44.3% | -38.9% |
| 3Y | +0.8% | +167.2% | -166.4% | -15.6% |
| 5Y | -4.7% | +92.3% | -97.0% | -17.4% |
| 10Y | +207.9% | +263.2% | -55.3% | +128.9% |
| All | +207.9% | +259.8% | -51.9% | +128.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SYF.
Daily Out/Under-Performance
Portfolio return minus SYF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYF 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 SYF 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