+16.0%
ROL vs ALB
-64.0%
+79.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.4% | +4.0% | +2.7% |
| 7D | +3.0% | -5.8% | +8.7% | +3.4% |
| 30D | +19.8% | -4.5% | +24.3% | +20.1% |
| 3M | +7.9% | -28.1% | +36.0% | +10.4% |
| 6M | -25.6% | -53.2% | +27.5% | -21.6% |
| YTD | -34.1% | -33.3% | -0.8% | -32.9% |
| 1Y | -31.4% | -17.4% | -14.0% | -31.3% |
| 3Y | +4.7% | -14.1% | +18.8% | +1.1% |
| All | +16.0% | -64.0% | +79.9% | +23.0% |
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