+86.1%
ROKU vs ALLE
+49.7%
+36.4%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | +0.2% |
| 7D | -0.1% | +2.8% | -2.9% | -1.5% |
| 30D | +1.5% | -7.6% | +9.1% | +5.4% |
| 3M | +25.7% | +22.8% | +2.9% | +11.3% |
| 6M | +54.5% | +4.6% | +49.9% | +49.5% |
| YTD | +43.2% | -1.2% | +44.4% | +41.7% |
| 1Y | +56.3% | -9.1% | +65.4% | +63.7% |
| 3Y | +86.1% | +50.0% | +36.1% | +25.7% |
| All | +86.1% | +49.7% | +36.4% | +25.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling