+2.1%
ROL vs ALC
+1.2%
+0.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.2% |
| 7D | -1.7% | -6.2% | +4.5% | 0.0% |
| 30D | +18.5% | +14.0% | +4.5% | +14.8% |
| 3M | +4.3% | -2.4% | +6.7% | +4.7% |
| 6M | -27.7% | +12.6% | -40.3% | -29.8% |
| YTD | -35.8% | -8.4% | -27.4% | -35.1% |
| 1Y | -34.1% | -9.1% | -25.0% | -33.3% |
| All | +2.1% | +1.2% | +0.9% | 0.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling