-33.3%
ROL vs ALLE
+14.8%
-48.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | +3.4% | +0.1% | +3.3% | +3.4% |
| 30D | +20.8% | +25.9% | -5.2% | +18.2% |
| 3M | +3.7% | +14.9% | -11.1% | +1.5% |
| 6M | -27.7% | +42.1% | -69.8% | -29.6% |
| YTD | -34.9% | +20.4% | -55.3% | -37.5% |
| 1Y | -33.3% | +14.9% | -48.2% | -34.9% |
| All | -33.3% | +14.8% | -48.1% | -34.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling