+12.7%
ROL vs SYY
+12.2%
+0.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.5% | -1.2% |
| 7D | -1.7% | +1.3% | -3.0% | -2.1% |
| 30D | +18.5% | -3.5% | +22.1% | +19.4% |
| 3M | +4.3% | -9.3% | +13.7% | +7.1% |
| 6M | -27.7% | +5.9% | -33.6% | -29.3% |
| YTD | -35.8% | +6.5% | -42.2% | -38.4% |
| 1Y | -34.1% | +4.0% | -38.1% | -36.2% |
| 3Y | +2.9% | +23.0% | -20.0% | -7.1% |
| 5Y | +12.7% | +14.3% | -1.6% | +1.6% |
| All | +12.7% | +12.2% | +0.5% | +1.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling