+559.3%
ROKU vs ALLE
+100.2%
+459.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.8% | -0.3% |
| 7D | -0.4% | -2.4% | +2.0% | +0.9% |
| 30D | +2.1% | -7.7% | +9.8% | +6.7% |
| 3M | +29.5% | +15.2% | +14.3% | +18.0% |
| 6M | +53.8% | +5.4% | +48.4% | +46.8% |
| YTD | +42.8% | -2.9% | +45.7% | +42.0% |
| 1Y | +60.7% | -12.8% | +73.5% | +70.3% |
| 3Y | +83.9% | +47.2% | +36.7% | +40.4% |
| 5Y | -52.8% | +13.5% | -66.3% | -59.4% |
| All | +559.3% | +100.2% | +459.1% | +303.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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