+398.6%
ROK vs ALLE
+260.9%
+137.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.3% | +0.7% |
| 7D | +0.7% | -0.2% | +0.9% | +0.8% |
| 30D | -3.3% | -6.8% | +3.5% | +0.9% |
| 3M | -5.9% | +21.0% | -26.9% | -17.2% |
| 6M | +13.9% | +1.1% | +12.8% | +11.8% |
| YTD | +12.6% | -0.5% | +13.1% | +11.1% |
| 1Y | +28.6% | -7.3% | +35.8% | +32.3% |
| 3Y | +45.1% | +42.3% | +2.8% | +12.3% |
| 5Y | +45.6% | +13.5% | +32.1% | +27.4% |
| 10Y | +345.0% | +144.0% | +201.0% | +142.1% |
| All | +398.6% | +260.9% | +137.8% | +125.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling