+214.9%
ROL vs ALLE
+233.6%
-18.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.8% | -0.7% | +1.2% |
| 7D | +7.5% | -0.6% | +8.2% | +7.7% |
| 30D | +21.1% | +26.6% | -5.5% | +12.0% |
| 3M | +3.1% | +13.2% | -10.0% | -1.2% |
| 6M | -27.4% | +42.9% | -70.3% | -36.2% |
| YTD | -34.7% | +21.0% | -55.8% | -39.6% |
| 1Y | -32.9% | +15.2% | -48.1% | -36.8% |
| 3Y | +6.1% | +95.6% | -89.4% | -18.9% |
| 5Y | +16.3% | +53.4% | -37.1% | -4.5% |
| 10Y | +214.9% | +221.5% | -6.6% | +98.6% |
| All | +214.9% | +233.6% | -18.8% | +98.6% |
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