+444.1%
STM vs ROL
+211.1%
+233.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | -7.9% | +3.4% | -11.3% | -9.2% |
| 30D | -14.1% | +20.8% | -34.9% | -20.5% |
| 3M | -17.6% | +3.7% | -21.3% | -19.4% |
| 6M | -24.2% | -27.7% | +3.4% | -14.7% |
| YTD | +73.3% | -34.9% | +108.2% | +102.9% |
| 1Y | +90.1% | -33.3% | +123.4% | +119.9% |
| 3Y | +10.3% | +4.3% | +6.0% | +1.3% |
| 5Y | -5.7% | +15.0% | -20.7% | -20.9% |
| 10Y | +444.1% | +214.7% | +229.4% | +151.3% |
| All | +444.1% | +211.1% | +233.0% | +151.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling