+318.6%
ROK vs ALLY
+98.1%
+220.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | -0.7% |
| 7D | -13.8% | +0.9% | -14.8% | -14.1% |
| 30D | -14.9% | +3.1% | -18.0% | -16.0% |
| 3M | -14.7% | -12.6% | -2.1% | -10.0% |
| 6M | -17.7% | -12.4% | -5.2% | -13.5% |
| YTD | -2.5% | -13.2% | +10.7% | +2.5% |
| 1Y | +2.3% | +1.8% | +0.4% | +0.8% |
| 3Y | +52.7% | +58.0% | -5.2% | +22.7% |
| 5Y | +20.5% | -8.4% | +29.0% | +14.6% |
| 10Y | +284.0% | +195.3% | +88.8% | +96.8% |
| All | +318.6% | +98.1% | +220.6% | +140.6% |
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