+205.1%
ROL vs SYY
+114.2%
+90.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.1% |
| 7D | -3.2% | +1.5% | -4.7% | -3.5% |
| 30D | -6.6% | -2.3% | -4.3% | -6.2% |
| 3M | -27.3% | +5.5% | -32.8% | -28.1% |
| 6M | -38.1% | -1.0% | -37.1% | -38.2% |
| YTD | -41.8% | +14.1% | -55.9% | -43.6% |
| 1Y | -37.8% | +5.6% | -43.4% | -38.9% |
| 3Y | -0.3% | +27.9% | -28.2% | -5.8% |
| 5Y | -5.1% | +22.7% | -27.8% | -9.9% |
| All | +205.1% | +114.2% | +90.9% | +169.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded SYY 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling