+4.7%
ROL vs ALM
+909.2%
-904.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +7.7% | -5.2% | +2.5% |
| 7D | +3.0% | +1.2% | +1.8% | +3.0% |
| 30D | +19.8% | -19.3% | +39.1% | +20.0% |
| 3M | +7.9% | -40.6% | +48.6% | +8.4% |
| 6M | -25.6% | -57.9% | +32.3% | -25.0% |
| YTD | -34.1% | -6.7% | -27.4% | -34.8% |
| 1Y | -31.4% | +20.2% | -51.6% | -32.5% |
| 3Y | +4.7% | +879.4% | -874.8% | -2.6% |
| All | +4.7% | +909.2% | -904.5% | -2.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling