+16.0%
ROL vs ALHC
-66.2%
+82.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.9% | +4.4% | +2.7% |
| 7D | +3.0% | +0.3% | +2.7% | +2.9% |
| 30D | +19.8% | -10.6% | +30.3% | +20.5% |
| 3M | +7.9% | -45.3% | +53.2% | +11.6% |
| 6M | -25.6% | -59.7% | +34.1% | -22.3% |
| YTD | -34.1% | -62.7% | +28.6% | -31.1% |
| 1Y | -31.4% | -56.1% | +24.7% | -29.0% |
| 3Y | +4.7% | +21.3% | -16.6% | -2.5% |
| All | +16.0% | -66.2% | +82.2% | +15.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling