-33.6%
ROL vs ABCL
+198.8%
-232.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.8% |
| 7D | +2.9% | +2.3% | +0.6% | +3.0% |
| 30D | +20.1% | -0.7% | +20.8% | +20.3% |
| 3M | +3.2% | +33.4% | -30.2% | +4.2% |
| 6M | -28.0% | +137.8% | -165.8% | -26.7% |
| YTD | -35.3% | +264.3% | -299.6% | -36.0% |
| 1Y | -33.6% | +209.2% | -242.8% | -34.1% |
| All | -33.6% | +198.8% | -232.4% | -34.1% |
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