+220.7%
ROL vs ALLE
+211.7%
+9.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.0% | +1.6% | +2.2% |
| 7D | +3.0% | +3.6% | -0.6% | +1.8% |
| 30D | +19.8% | +25.9% | -6.1% | +11.0% |
| 3M | +7.9% | +15.8% | -7.9% | +2.7% |
| 6M | -25.6% | +48.1% | -73.7% | -35.4% |
| YTD | -34.1% | +22.0% | -56.1% | -39.2% |
| 1Y | -31.4% | +18.0% | -49.4% | -35.9% |
| 3Y | +4.7% | +93.1% | -88.4% | -19.7% |
| 5Y | +15.6% | +52.1% | -36.5% | -4.8% |
| All | +220.7% | +211.7% | +9.0% | +99.2% |
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