+337.3%
ROIV vs ALLE
+88.9%
+248.5%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.9% | +7.1% | +6.4% |
| 7D | +5.3% | -0.6% | +5.9% | +5.5% |
| 30D | +11.9% | +25.3% | -13.5% | +5.1% |
| 3M | +10.7% | +10.3% | +0.4% | +7.7% |
| 6M | +34.9% | +38.0% | -3.1% | +22.0% |
| YTD | +79.2% | +17.8% | +61.4% | +68.7% |
| 1Y | +89.0% | +13.6% | +75.4% | +80.3% |
| 3Y | +337.3% | +89.2% | +248.1% | +210.7% |
| All | +337.3% | +88.9% | +248.5% | +210.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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