+214.9%
ROL vs ALM
+2,221.4%
-2,006.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +8.1% | -6.0% | +2.0% |
| 7D | +7.5% | +0.7% | +6.8% | +7.5% |
| 30D | +21.1% | -26.1% | +47.2% | +21.6% |
| 3M | +3.1% | -38.1% | +41.3% | +3.7% |
| 6M | -27.4% | -55.4% | +28.0% | -26.9% |
| YTD | -34.7% | -0.4% | -34.3% | -35.2% |
| 1Y | -32.9% | +25.4% | -58.3% | -33.7% |
| 3Y | +6.1% | +907.8% | -901.6% | +0.8% |
| 5Y | +16.3% | +440.2% | -423.8% | +10.7% |
| 10Y | +214.9% | +2,031.1% | -1,816.3% | +202.9% |
| All | +214.9% | +2,221.4% | -2,006.6% | +202.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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