+9,030.3%
ROL vs ALK
+839.9%
+8,190.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | +0.1% |
| 7D | -1.4% | -0.7% | -0.8% | -1.3% |
| 30D | -4.1% | -19.2% | +15.1% | -0.5% |
| 3M | -22.5% | -1.5% | -21.0% | -22.9% |
| 6M | -37.7% | -13.1% | -24.6% | -37.2% |
| YTD | -39.6% | -16.4% | -23.2% | -38.9% |
| 1Y | -36.0% | -33.1% | -2.9% | -32.9% |
| 3Y | -5.1% | +0.6% | -5.8% | -11.6% |
| 5Y | -3.4% | -26.4% | +23.0% | -6.6% |
| 10Y | +215.2% | -34.2% | +249.4% | +183.4% |
| All | +9,030.3% | +839.9% | +8,190.4% | +3,695.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling