-95.8%
SNDQ vs ROL
-36.6%
-59.3%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.2% | -2.0% | 0.0% |
| 7D | -26.2% | -3.3% | -22.9% | -19.8% |
| 30D | -60.2% | -7.2% | -52.9% | -50.7% |
| 3M | -80.4% | -27.0% | -53.5% | -48.9% |
| All | -95.8% | -36.6% | -59.3% | -74.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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 · Available span rolling