+3,315.6%
ROL vs ALB
+2,835.3%
+480.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.4% | +4.9% | +1.4% |
| 7D | -1.4% | -8.1% | +6.6% | +0.3% |
| 30D | -4.1% | +6.3% | -10.3% | -5.5% |
| 3M | -22.5% | -23.6% | +1.1% | -18.5% |
| 6M | -37.7% | -24.6% | -13.0% | -35.0% |
| YTD | -39.6% | -10.3% | -29.3% | -39.9% |
| 1Y | -36.0% | +61.5% | -97.5% | -45.1% |
| 3Y | -5.1% | -34.0% | +28.8% | -7.2% |
| 5Y | -3.4% | -44.6% | +41.2% | -6.8% |
| 10Y | +215.2% | +76.1% | +139.2% | +97.7% |
| All | +3,315.6% | +2,835.3% | +480.3% | +1,059.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling