-1.6%
ROL vs ALHC
+136.3%
-137.9%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.5% | +0.4% |
| 7D | -1.4% | -0.6% | -0.8% | -1.4% |
| 30D | -4.1% | -1.0% | -3.1% | -4.1% |
| 3M | -22.5% | -10.2% | -12.4% | -22.8% |
| 6M | -37.7% | -28.3% | -9.4% | -37.5% |
| YTD | -39.6% | -31.4% | -8.1% | -39.4% |
| 1Y | -36.0% | -16.9% | -19.1% | -36.2% |
| All | -1.6% | +136.3% | -137.9% | -7.2% |
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