-33.1%
ROL vs ALLE
+15.5%
-48.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.8% | -0.7% | +1.7% |
| 7D | +7.5% | -0.6% | +8.2% | +7.6% |
| 30D | +21.1% | +26.6% | -5.5% | +18.5% |
| 3M | +3.1% | +13.2% | -10.0% | +0.8% |
| 6M | -27.4% | +42.9% | -70.3% | -29.5% |
| YTD | -34.7% | +21.0% | -55.8% | -37.4% |
| All | -33.1% | +15.5% | -48.6% | -34.7% |
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