+13.6%
ROL vs ALM
+396.4%
-382.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.1% | -4.2% | -2.1% |
| 7D | +9.5% | -6.7% | +16.2% | +9.6% |
| 30D | +22.9% | -32.9% | +55.8% | +23.4% |
| 3M | +3.5% | -39.5% | +43.0% | +4.0% |
| 6M | -29.4% | -62.0% | +32.6% | -28.7% |
| YTD | -36.1% | -7.8% | -28.2% | -36.5% |
| 1Y | -34.4% | +26.7% | -61.0% | -35.2% |
| 3Y | +4.0% | +825.4% | -821.4% | -1.1% |
| All | +13.6% | +396.4% | -382.8% | +6.6% |
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