+52.7%
ROL vs ALC
+30.3%
+22.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | +0.1% |
| 7D | +3.4% | +2.3% | +1.1% | +2.6% |
| 30D | +20.8% | +15.5% | +5.2% | +15.6% |
| 3M | +3.7% | +0.6% | +3.1% | +3.4% |
| 6M | -27.7% | +18.4% | -46.0% | -31.3% |
| YTD | -34.9% | -5.6% | -29.4% | -34.4% |
| 1Y | -33.3% | 0.0% | -33.3% | -34.0% |
| 3Y | +4.3% | +2.8% | +1.5% | +0.1% |
| 5Y | +15.0% | -8.8% | +23.8% | +12.9% |
| All | +52.7% | +30.3% | +22.4% | +26.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling