-34.7%
ROL vs ALK
-1.1%
-33.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +8.8% | -6.0% | +2.2% |
| 7D | +14.6% | +12.4% | +2.1% | +13.7% |
| 30D | +29.3% | +2.1% | +27.2% | +28.6% |
| 3M | +2.0% | -23.9% | +25.9% | +2.4% |
| 6M | -28.5% | +8.2% | -36.8% | -29.8% |
| YTD | -35.3% | -20.5% | -14.9% | -35.2% |
| 1Y | -34.7% | -1.0% | -33.7% | -35.7% |
| All | -34.7% | -1.1% | -33.6% | -35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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