+220.7%
ROL vs ALK
-45.9%
+266.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.5% | +4.0% | +2.7% |
| 7D | +3.0% | -1.2% | +4.2% | +3.1% |
| 30D | +19.8% | +7.7% | +12.1% | +18.8% |
| 3M | +7.9% | -19.0% | +26.9% | +9.9% |
| 6M | -25.6% | -0.2% | -25.4% | -26.3% |
| YTD | -34.1% | -23.5% | -10.6% | -33.2% |
| 1Y | -31.4% | -9.1% | -22.3% | -31.8% |
| 3Y | +4.7% | +12.0% | -7.3% | -1.5% |
| 5Y | +15.6% | -30.9% | +46.5% | +13.9% |
| All | +220.7% | -45.9% | +266.6% | +216.3% |
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