+5.0%
ROK vs ALLE
+15.9%
-10.9%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.8% | +1.4% | +2.0% |
| 7D | -8.5% | -0.8% | -7.7% | -8.1% |
| 30D | -6.4% | +27.4% | -33.8% | -13.2% |
| 3M | -8.8% | +13.8% | -22.7% | -11.9% |
| 6M | -10.5% | +45.5% | -56.0% | -22.7% |
| YTD | +5.4% | +21.4% | -16.0% | -3.5% |
| 1Y | +5.0% | +15.4% | -10.4% | 0.0% |
| All | +5.0% | +15.9% | -10.9% | 0.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling