+365.7%
ALAB vs ROL
-23.5%
+389.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -2.5% | -4.4% | -7.5% |
| 7D | +3.2% | -3.4% | +6.6% | +2.3% |
| 30D | -13.6% | -6.9% | -6.6% | -14.9% |
| 3M | -16.6% | -24.6% | +8.0% | -20.8% |
| 6M | +142.3% | -39.5% | +181.9% | +127.8% |
| YTD | +73.6% | -41.1% | +114.7% | +65.3% |
| 1Y | +33.7% | -37.9% | +71.6% | +28.6% |
| All | +365.7% | -23.5% | +389.2% | +314.3% |
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