+268.2%
ROK vs ALLE
+212.2%
+56.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.8% | +1.4% | +1.7% |
| 7D | -8.5% | -0.8% | -7.7% | -7.8% |
| 30D | -6.4% | +27.4% | -33.8% | -20.1% |
| 3M | -8.8% | +13.8% | -22.7% | -16.6% |
| 6M | -10.5% | +45.5% | -56.0% | -30.8% |
| YTD | +5.4% | +21.4% | -16.0% | -9.0% |
| 1Y | +5.0% | +15.4% | -10.4% | -6.4% |
| 3Y | +64.3% | +91.7% | -27.4% | +2.9% |
| 5Y | +34.0% | +54.5% | -20.6% | -5.0% |
| 10Y | +268.2% | +210.5% | +57.6% | +70.5% |
| All | +268.2% | +212.2% | +56.0% | +70.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling