-33.2%
ROL vs ALM
+14.6%
-47.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | +0.8% | -7.2% | +7.9% | +0.7% |
| 30D | +20.6% | -26.4% | +46.9% | +20.4% |
| 3M | +4.5% | -38.6% | +43.1% | +4.2% |
| 6M | -26.5% | -61.0% | +34.5% | -26.4% |
| YTD | -34.8% | -7.4% | -27.5% | -35.5% |
| 1Y | -33.2% | +14.0% | -47.1% | -34.0% |
| All | -33.2% | +14.6% | -47.8% | -34.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling