-34.7%
ROL vs ABCL
+138.2%
-172.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.8% | +1.9% | +2.8% |
| 7D | +14.6% | -10.0% | +24.5% | +14.0% |
| 30D | +29.3% | -10.9% | +40.2% | +28.9% |
| 3M | +2.0% | +101.6% | -99.6% | +3.8% |
| 6M | -28.5% | +167.5% | -196.1% | -27.8% |
| YTD | -35.3% | +259.1% | -294.4% | -36.1% |
| 1Y | -34.7% | +152.2% | -186.8% | -33.7% |
| All | -34.7% | +138.2% | -172.9% | -33.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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