+4.0%
ROL vs ALHC
+21.9%
-17.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.9% | +0.8% | -2.0% |
| 7D | +9.5% | +1.0% | +8.5% | +9.4% |
| 30D | +22.9% | -14.2% | +37.1% | +23.5% |
| 3M | +3.5% | -45.1% | +48.7% | +5.6% |
| 6M | -29.4% | -59.5% | +30.1% | -27.9% |
| YTD | -36.1% | -62.8% | +26.8% | -34.6% |
| 1Y | -34.4% | -55.5% | +21.1% | -33.1% |
| 3Y | +4.0% | +25.7% | -21.7% | +2.0% |
| All | +4.0% | +21.9% | -17.9% | +2.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling