+208.2%
ROL vs ALM
+3,082.3%
-2,874.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.1% | +3.0% | -1.1% |
| 7D | -3.3% | +3.6% | -6.9% | -3.3% |
| 30D | -7.2% | +33.8% | -41.0% | -7.6% |
| 3M | -27.0% | +14.8% | -41.8% | -27.2% |
| 6M | -39.5% | -7.0% | -32.6% | -39.7% |
| YTD | -41.8% | +108.1% | -149.9% | -42.7% |
| 1Y | -38.9% | +313.8% | -352.6% | -40.6% |
| 3Y | -0.4% | +2,227.6% | -2,228.0% | -6.6% |
| 5Y | -4.2% | +956.6% | -960.8% | -9.6% |
| 10Y | +208.2% | +3,082.3% | -2,874.1% | +190.8% |
| All | +208.2% | +3,082.3% | -2,874.1% | +190.8% |
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