+6.2%
ROL vs ABCL
+139.9%
-133.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -9.4% | +10.4% | +0.8% |
| 7D | +11.7% | -14.9% | +26.6% | +11.3% |
| 30D | +27.7% | -15.4% | +43.1% | +27.3% |
| 3M | +3.7% | +88.0% | -84.3% | +4.4% |
| 6M | -27.8% | +138.8% | -166.6% | -27.3% |
| YTD | -34.7% | +225.4% | -260.1% | -34.5% |
| 1Y | -34.1% | +137.3% | -171.4% | -33.9% |
| All | +6.2% | +139.9% | -133.6% | +5.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling