+217.2%
ROL vs ALB
+35.3%
+181.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | 0.0% |
| 7D | +0.8% | +1.1% | -0.3% | +0.6% |
| 30D | +20.6% | -2.6% | +23.2% | +20.8% |
| 3M | +4.5% | -25.6% | +30.0% | +7.8% |
| 6M | -26.5% | -54.0% | +27.5% | -20.1% |
| YTD | -34.8% | -31.6% | -3.3% | -33.0% |
| 1Y | -33.2% | -6.6% | -26.6% | -34.1% |
| 3Y | +4.5% | -14.0% | +18.5% | -0.7% |
| 5Y | +15.5% | -62.5% | +78.1% | +22.0% |
| 10Y | +217.2% | +36.3% | +180.9% | +145.3% |
| All | +217.2% | +35.3% | +181.9% | +145.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 10y: compounded portfolio wealth divided by compounded ALB 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…
10y analysis · Full analysis span regression · 6 months rolling