-17.7%
ROK vs ALLE
+39.2%
-56.9%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.4% | -1.1% |
| 7D | -13.8% | -0.6% | -13.3% | -13.4% |
| 30D | -14.9% | +25.3% | -40.3% | -18.3% |
| 3M | -14.7% | +10.3% | -24.9% | -15.1% |
| 6M | -17.7% | +38.0% | -55.7% | -25.5% |
| All | -17.7% | +39.2% | -56.9% | -25.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling