+264.9%
ROK vs ALLY
+172.1%
+92.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.2% |
| 7D | +6.1% | -2.1% | +8.2% | +7.0% |
| 30D | -6.5% | +2.0% | -8.5% | -7.3% |
| 3M | -10.2% | -13.3% | +3.2% | -5.0% |
| 6M | -10.6% | -9.9% | -0.8% | -7.2% |
| YTD | +4.9% | -13.5% | +18.4% | +10.5% |
| 1Y | +3.8% | -2.8% | +6.6% | +4.3% |
| 3Y | +63.5% | +63.4% | +0.1% | +29.4% |
| 5Y | +30.9% | -10.9% | +41.8% | +26.3% |
| All | +264.9% | +172.1% | +92.9% | +100.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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