-32.4%
SNDU vs ROL
-25.6%
-6.8%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.2% | +4.1% | -0.5% |
| 7D | +26.6% | -3.3% | +29.9% | +14.3% |
| 30D | +86.8% | -7.2% | +94.0% | +50.5% |
| 3M | -32.4% | -27.0% | -5.4% | -77.4% |
| All | -32.4% | -25.6% | -6.8% | -77.4% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling