+53.2%
ROL vs ALC
+32.2%
+21.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.3% | +1.8% | +2.0% |
| 7D | +7.5% | +2.1% | +5.5% | +6.8% |
| 30D | +21.1% | +17.2% | +3.9% | +15.5% |
| 3M | +3.1% | +4.6% | -1.5% | +1.6% |
| 6M | -27.4% | +20.1% | -47.5% | -31.4% |
| YTD | -34.7% | -4.2% | -30.5% | -34.5% |
| 1Y | -32.9% | +2.1% | -35.0% | -34.0% |
| 3Y | +6.1% | +4.5% | +1.7% | +1.3% |
| 5Y | +16.3% | -12.3% | +28.7% | +15.8% |
| All | +53.2% | +32.2% | +21.0% | +26.0% |
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 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