+2,025.5%
STM vs ROL
+4,422.2%
-2,396.7%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +1.2% |
| 7D | +16.3% | -1.7% | +18.0% | +17.3% |
| 30D | -6.3% | +18.5% | -24.8% | -14.9% |
| 3M | -14.1% | +4.3% | -18.4% | -17.4% |
| 6M | -19.6% | -27.7% | +8.2% | -6.9% |
| YTD | +80.1% | -35.8% | +115.9% | +120.5% |
| 1Y | +95.4% | -34.1% | +129.5% | +135.4% |
| 3Y | +14.7% | +2.9% | +11.8% | +5.2% |
| 5Y | -5.4% | +12.7% | -18.1% | -20.7% |
| 10Y | +465.5% | +212.6% | +252.9% | +153.9% |
| All | +2,025.5% | +4,422.2% | -2,396.7% | +71.3% |
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 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 · 6 months rolling