+30.1%
ROK vs ALLY
-10.0%
+40.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.7% |
| 7D | +7.1% | +0.4% | +6.7% | +6.9% |
| 30D | -5.0% | +5.2% | -10.2% | -6.7% |
| 3M | -9.4% | -13.3% | +3.9% | -4.8% |
| 6M | -11.0% | -6.7% | -4.3% | -9.1% |
| YTD | +4.4% | -12.8% | +17.3% | +9.0% |
| 1Y | +7.4% | +0.7% | +6.7% | +6.6% |
| 3Y | +61.0% | +65.2% | -4.2% | +34.4% |
| All | +30.1% | -10.0% | +40.1% | +27.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling