-34.4%
ROL vs ALLE
+13.1%
-47.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -2.0% |
| 7D | +9.5% | -0.6% | +10.1% | +9.5% |
| 30D | +22.9% | +25.3% | -2.4% | +20.6% |
| 3M | +3.5% | +10.3% | -6.7% | +1.6% |
| 6M | -29.4% | +38.0% | -67.4% | -31.0% |
| YTD | -36.1% | +17.8% | -53.8% | -38.4% |
| 1Y | -34.4% | +13.6% | -48.0% | -36.3% |
| All | -34.4% | +13.1% | -47.5% | -36.3% |
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