+2,285.7%
STM vs ROL
+4,155.6%
-1,869.8%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.7% |
| 7D | +5.8% | -1.4% | +7.2% | +6.6% |
| 30D | -1.0% | -4.1% | +3.1% | +1.0% |
| 3M | -33.3% | -22.5% | -10.8% | -24.2% |
| 6M | +57.4% | -37.7% | +95.0% | +99.8% |
| YTD | +102.2% | -39.6% | +141.8% | +159.3% |
| 1Y | +99.6% | -36.0% | +135.6% | +145.8% |
| 3Y | +14.5% | -5.1% | +19.7% | +10.7% |
| 5Y | +21.4% | -3.4% | +24.8% | +11.3% |
| 10Y | +695.0% | +215.2% | +479.7% | +259.3% |
| All | +2,285.7% | +4,155.6% | -1,869.8% | +101.4% |
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 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