-1.6%
ROL vs ALK
+2.1%
-3.7%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | +0.4% |
| 7D | -1.4% | -0.7% | -0.8% | -1.4% |
| 30D | -4.1% | -19.2% | +15.1% | -3.2% |
| 3M | -22.5% | -1.5% | -21.0% | -22.7% |
| 6M | -37.7% | -13.1% | -24.6% | -37.6% |
| YTD | -39.6% | -16.4% | -23.2% | -39.4% |
| 1Y | -36.0% | -33.1% | -2.9% | -35.0% |
| All | -1.6% | +2.1% | -3.7% | -8.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling