+12.7%
ROL vs ALHC
-28.9%
+41.6%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -22.6% |
| 6M | -37.7% | -28.3% | -9.4% | -37.1% |
| YTD | -39.6% | -31.4% | -8.1% | -38.9% |
| 1Y | -36.0% | -16.9% | -19.1% | -36.2% |
| 3Y | -5.1% | +135.5% | -140.6% | -14.9% |
| 5Y | -3.4% | -33.6% | +30.3% | -9.2% |
| All | +12.7% | -28.9% | +41.6% | +3.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling