+217.2%
ROL vs ALK
-41.4%
+258.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.4% | +0.3% |
| 7D | +0.8% | +2.6% | -1.8% | +0.5% |
| 30D | +20.6% | +7.8% | +12.8% | +19.5% |
| 3M | +4.5% | -15.2% | +19.7% | +6.0% |
| 6M | -26.5% | +5.0% | -31.6% | -27.5% |
| YTD | -34.8% | -18.4% | -16.4% | -34.3% |
| 1Y | -33.2% | -2.4% | -30.8% | -34.1% |
| 3Y | +4.5% | +19.8% | -15.3% | -2.4% |
| 5Y | +15.5% | -27.8% | +43.3% | +13.4% |
| 10Y | +217.2% | -42.0% | +259.2% | +210.6% |
| All | +217.2% | -41.4% | +258.6% | +210.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling