+33.7%
ALAB vs ROL
-37.3%
+70.9%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -2.5% | -4.4% | -8.0% |
| 7D | +3.2% | -3.4% | +6.6% | +1.5% |
| 30D | -13.6% | -6.9% | -6.6% | -16.2% |
| 3M | -16.6% | -24.6% | +8.0% | -24.6% |
| 6M | +142.3% | -39.5% | +181.9% | +113.5% |
| YTD | +73.6% | -41.1% | +114.7% | +60.5% |
| 1Y | +33.7% | -37.9% | +71.6% | +28.1% |
| All | +33.7% | -37.3% | +70.9% | +28.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling