+50.1%
ROL vs ALC
+31.8%
+18.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.1% | 0.0% | -1.4% |
| 7D | +9.5% | +4.9% | +4.6% | +7.9% |
| 30D | +22.9% | +19.0% | +4.0% | +16.7% |
| 3M | +3.5% | +7.8% | -4.2% | +1.1% |
| 6M | -29.4% | +14.6% | -44.0% | -32.4% |
| YTD | -36.1% | -4.4% | -31.6% | -35.8% |
| 1Y | -34.4% | +1.4% | -35.8% | -35.3% |
| 3Y | +4.0% | +2.5% | +1.5% | -0.1% |
| 5Y | +13.2% | -10.9% | +24.1% | +12.0% |
| All | +50.1% | +31.8% | +18.2% | +23.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling