-4.2%
ROL vs SYY
+22.4%
-26.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.2% | -3.3% | -1.8% |
| 7D | -3.3% | -0.2% | -3.0% | -3.2% |
| 30D | -7.2% | -2.7% | -4.5% | -6.5% |
| 3M | -27.0% | +5.9% | -32.9% | -28.2% |
| 6M | -39.5% | -2.3% | -37.2% | -39.4% |
| YTD | -41.8% | +13.1% | -54.9% | -44.8% |
| 1Y | -38.9% | +3.8% | -42.6% | -40.3% |
| 3Y | -0.4% | +26.7% | -27.1% | -10.0% |
| 5Y | -4.2% | +19.4% | -23.6% | -15.2% |
| All | -4.2% | +22.4% | -26.6% | -15.2% |
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