+44.4%
ALAB vs ROL
-34.6%
+79.0%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -2.1% |
| 7D | +26.9% | -1.7% | +28.6% | +25.6% |
| 30D | -30.0% | +18.5% | -48.5% | -23.2% |
| 3M | -28.5% | +4.3% | -32.9% | -24.8% |
| 6M | +11.4% | -27.7% | +39.2% | +11.0% |
| YTD | +36.9% | -35.8% | +72.7% | +49.4% |
| 1Y | +44.4% | -34.1% | +78.5% | +54.4% |
| All | +44.4% | -34.6% | +79.0% | +54.4% |
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 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