+249.6%
ALAB vs ROL
-15.2%
+264.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +2.1% | +11.6% | +14.4% |
| 7D | -5.6% | +7.5% | -13.1% | -3.2% |
| 30D | -36.6% | +21.1% | -57.8% | -32.4% |
| 3M | -35.1% | +3.1% | -38.3% | -33.0% |
| 6M | +8.5% | -27.4% | +36.0% | +7.2% |
| YTD | +30.4% | -34.7% | +65.1% | +30.2% |
| 1Y | +31.0% | -32.9% | +64.0% | +31.2% |
| All | +249.6% | -15.2% | +264.8% | +226.2% |
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