+4.7%
ROL vs ALB
-14.4%
+19.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.4% | +4.0% | +2.6% |
| 7D | +3.0% | -5.8% | +8.7% | +3.2% |
| 30D | +19.8% | -4.5% | +24.3% | +19.9% |
| 3M | +7.9% | -28.1% | +36.0% | +9.2% |
| 6M | -25.6% | -53.2% | +27.5% | -23.6% |
| YTD | -34.1% | -33.3% | -0.8% | -33.4% |
| 1Y | -31.4% | -17.4% | -14.0% | -31.2% |
| 3Y | +4.7% | -14.1% | +18.8% | +4.1% |
| All | +4.7% | -14.4% | +19.1% | +4.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling