+5.3%
ROL vs ABCL
-81.3%
+86.6%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.4% |
| 7D | -1.4% | +0.7% | -2.1% | -1.4% |
| 30D | -4.1% | +93.1% | -97.2% | -5.1% |
| 3M | -22.5% | +79.4% | -101.9% | -23.3% |
| 6M | -37.7% | +214.9% | -252.5% | -39.3% |
| YTD | -39.6% | +234.2% | -273.8% | -41.4% |
| 1Y | -36.0% | +174.8% | -210.8% | -37.8% |
| 3Y | -5.1% | +104.5% | -109.6% | -8.0% |
| 5Y | -3.4% | -39.0% | +35.6% | -5.6% |
| All | +5.3% | -81.3% | +86.6% | +4.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling