-0.5%
ROL vs ALM
+951.0%
-951.5%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.4% |
| 7D | -1.4% | -2.6% | +1.2% | -1.4% |
| 30D | -4.1% | +32.0% | -36.1% | -4.4% |
| 3M | -22.5% | -15.0% | -7.5% | -22.4% |
| 6M | -37.7% | -10.1% | -27.5% | -37.8% |
| YTD | -39.6% | +99.4% | -139.0% | -40.5% |
| 1Y | -36.0% | +316.4% | -352.4% | -37.9% |
| 3Y | -5.1% | +2,022.0% | -2,027.1% | -10.5% |
| All | -0.5% | +951.0% | -951.5% | -7.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling