+266.4%
ROK vs ALLE
+233.6%
+32.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.8% | +0.8% | +1.9% |
| 7D | -11.5% | -0.6% | -10.9% | -11.0% |
| 30D | -10.0% | +26.6% | -36.6% | -22.8% |
| 3M | -11.4% | +13.2% | -24.6% | -18.7% |
| 6M | -13.7% | +42.9% | -56.6% | -32.5% |
| YTD | +1.0% | +21.0% | -20.0% | -12.6% |
| 1Y | +5.6% | +15.2% | -9.5% | -5.7% |
| 3Y | +59.1% | +95.6% | -36.5% | -1.7% |
| 5Y | +26.1% | +53.4% | -27.3% | -10.2% |
| 10Y | +266.4% | +221.5% | +44.9% | +67.9% |
| All | +266.4% | +233.6% | +32.8% | +67.9% |
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