-34.7%
ROL vs ALC
+4.2%
-38.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +6.8% | -4.1% | +0.6% |
| 7D | +14.6% | +10.7% | +3.9% | +10.9% |
| 30D | +29.3% | +20.2% | +9.1% | +22.3% |
| 3M | +2.0% | +8.9% | -6.9% | -1.2% |
| 6M | -28.5% | +5.7% | -34.3% | -31.1% |
| YTD | -35.3% | -1.4% | -33.9% | -37.1% |
| 1Y | -34.7% | +4.7% | -39.4% | -37.0% |
| All | -34.7% | +4.2% | -38.9% | -37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 1y: compounded portfolio wealth divided by compounded ALC 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…
1y analysis · Full analysis span regression · 6 months rolling