+9,850.6%
ROL vs SYY
+4,321.8%
+5,528.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.1% | +1.4% | +2.3% |
| 7D | +3.0% | +0.3% | +2.7% | +2.9% |
| 30D | +19.8% | -4.8% | +24.6% | +21.1% |
| 3M | +7.9% | -7.1% | +15.0% | +9.8% |
| 6M | -25.6% | +6.8% | -32.4% | -27.2% |
| YTD | -34.1% | +7.7% | -41.8% | -36.2% |
| 1Y | -31.4% | +5.7% | -37.1% | -33.3% |
| 3Y | +4.7% | +24.6% | -19.9% | -3.2% |
| 5Y | +15.6% | +15.6% | 0.0% | +8.2% |
| 10Y | +220.6% | +87.9% | +132.7% | +139.6% |
| All | +9,850.6% | +4,321.8% | +5,528.8% | +3,542.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling