+352.4%
ROK vs ALLY
+98.6%
+253.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.6% | +0.7% | +1.6% |
| 7D | -8.5% | -2.8% | -5.7% | -7.4% |
| 30D | -6.4% | +1.9% | -8.3% | -7.1% |
| 3M | -8.8% | -12.1% | +3.3% | -4.1% |
| 6M | -10.5% | -9.0% | -1.5% | -7.4% |
| YTD | +5.4% | -12.9% | +18.3% | +10.7% |
| 1Y | +5.0% | -0.1% | +5.1% | +4.3% |
| 3Y | +64.3% | +64.6% | -0.3% | +29.8% |
| 5Y | +34.0% | -10.1% | +44.0% | +28.4% |
| 10Y | +268.2% | +176.7% | +91.5% | +93.5% |
| All | +352.4% | +98.6% | +253.8% | +159.7% |
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