-37.9%
ROL vs ALHC
-14.5%
-23.4%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.9% | -2.5% |
| 7D | -3.4% | -1.0% | -2.5% | -3.4% |
| 30D | -6.9% | -6.3% | -0.6% | -6.7% |
| 3M | -24.6% | -12.3% | -12.3% | -25.7% |
| 6M | -39.5% | -27.0% | -12.5% | -40.0% |
| YTD | -41.1% | -31.8% | -9.3% | -41.6% |
| 1Y | -37.9% | -17.0% | -20.9% | -39.6% |
| All | -37.9% | -14.5% | -23.4% | -39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 1y: compounded portfolio wealth divided by compounded ALHC 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…
1y analysis · Full analysis span regression · 6 months rolling