-0.5%
ROL vs ALB
-44.4%
+43.9%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.4% | +4.9% | +0.8% |
| 7D | -1.4% | -8.1% | +6.6% | -0.8% |
| 30D | -4.1% | +6.3% | -10.3% | -4.6% |
| 3M | -22.5% | -23.6% | +1.1% | -21.0% |
| 6M | -37.7% | -24.6% | -13.0% | -36.7% |
| YTD | -39.6% | -10.3% | -29.3% | -39.7% |
| 1Y | -36.0% | +61.5% | -97.5% | -39.7% |
| 3Y | -5.1% | -34.0% | +28.8% | -2.9% |
| All | -0.5% | -44.4% | +43.9% | +0.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling