-0.5%
ROL vs ALK
-25.3%
+24.8%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | +0.3% |
| 7D | -1.4% | -0.7% | -0.8% | -1.4% |
| 30D | -4.1% | -19.2% | +15.1% | -2.6% |
| 3M | -22.5% | -1.5% | -21.0% | -22.7% |
| 6M | -37.7% | -13.1% | -24.6% | -37.4% |
| YTD | -39.6% | -16.4% | -23.2% | -39.2% |
| 1Y | -36.0% | -33.1% | -2.9% | -34.4% |
| 3Y | -5.1% | +0.6% | -5.8% | -9.6% |
| All | -0.5% | -25.3% | +24.8% | -4.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling