+583.1%
ROKU vs ALLE
+142.9%
+440.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.6% |
| 7D | +3.5% | -0.6% | +4.0% | +3.7% |
| 30D | +5.1% | +25.3% | -20.2% | -7.9% |
| 3M | +7.0% | +10.3% | -3.3% | +0.4% |
| 6M | +25.4% | +38.0% | -12.6% | +2.3% |
| YTD | +48.0% | +17.8% | +30.2% | +31.0% |
| 1Y | +53.1% | +13.6% | +39.5% | +38.3% |
| 3Y | +92.7% | +89.2% | +3.5% | +26.0% |
| 5Y | -42.4% | +51.1% | -93.4% | -57.4% |
| All | +583.1% | +142.9% | +440.2% | +272.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling