+562.1%
ROKU vs ALLE
+105.1%
+457.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.0% | -2.7% | -2.3% |
| 7D | -1.3% | -0.2% | -1.1% | -1.2% |
| 30D | +5.9% | -6.8% | +12.7% | +10.0% |
| 3M | +23.9% | +21.0% | +2.9% | +9.6% |
| 6M | +59.6% | +1.1% | +58.5% | +56.2% |
| YTD | +43.4% | -0.5% | +44.0% | +40.7% |
| 1Y | +60.2% | -7.3% | +67.4% | +63.6% |
| 3Y | +90.4% | +42.3% | +48.1% | +48.2% |
| 5Y | -54.5% | +13.5% | -68.0% | -61.1% |
| All | +562.1% | +105.1% | +457.0% | +299.4% |
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 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