-53.6%
ROKU vs ALLE
+17.0%
-70.6%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | +0.3% |
| 7D | -0.1% | +2.8% | -2.9% | -2.2% |
| 30D | +1.5% | -7.6% | +9.1% | +7.4% |
| 3M | +25.7% | +22.8% | +2.9% | +5.4% |
| 6M | +54.5% | +4.6% | +49.9% | +46.1% |
| YTD | +43.2% | -1.2% | +44.4% | +39.9% |
| 1Y | +56.3% | -9.1% | +65.4% | +63.5% |
| 3Y | +86.1% | +50.0% | +36.1% | +18.1% |
| 5Y | -53.6% | +15.2% | -68.8% | -66.4% |
| All | -53.6% | +17.0% | -70.6% | -66.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling