+38.2%
ROL vs ALC
+21.6%
+16.6%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.0% | -0.6% | -2.0% |
| 7D | -3.4% | -3.7% | +0.2% | -2.4% |
| 30D | -6.9% | -3.7% | -3.2% | -5.9% |
| 3M | -24.6% | +4.6% | -29.2% | -25.7% |
| 6M | -39.5% | -14.6% | -24.9% | -37.0% |
| YTD | -41.1% | -11.9% | -29.2% | -39.3% |
| 1Y | -37.9% | -13.1% | -24.8% | -35.9% |
| 3Y | +0.8% | -15.0% | +15.8% | +2.7% |
| 5Y | -4.7% | -16.2% | +11.5% | -4.0% |
| All | +38.2% | +21.6% | +16.6% | +16.7% |
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