+383.2%
ROK vs ALLY
+124.8%
+258.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.2% |
| 7D | +0.7% | +3.7% | -3.0% | -0.8% |
| 30D | -3.3% | -2.3% | -1.1% | -2.4% |
| 3M | -5.9% | +3.8% | -9.7% | -7.4% |
| 6M | +13.9% | +9.7% | +4.2% | +9.2% |
| YTD | +12.6% | -1.4% | +14.0% | +12.6% |
| 1Y | +28.6% | +8.2% | +20.4% | +23.4% |
| 3Y | +45.1% | +66.5% | -21.4% | +13.6% |
| 5Y | +45.6% | +1.2% | +44.4% | +32.6% |
| 10Y | +345.0% | +191.4% | +153.6% | +128.8% |
| All | +383.2% | +124.8% | +258.3% | +164.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling