+4.6%
ROL vs SYF
+170.8%
-166.3%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | -1.4% | +2.4% | -3.8% | -1.6% |
| 30D | -4.1% | +0.8% | -4.9% | -4.2% |
| 3M | -22.5% | +13.4% | -35.9% | -23.2% |
| 6M | -37.7% | +16.3% | -54.0% | -38.4% |
| YTD | -39.6% | -3.0% | -36.6% | -39.7% |
| 1Y | -36.0% | +5.7% | -41.7% | -36.5% |
| All | +4.6% | +170.8% | -166.3% | -10.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling