+4.0%
ROL vs ALLE
+88.9%
-84.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -1.9% |
| 7D | +9.5% | -0.6% | +10.1% | +9.6% |
| 30D | +22.9% | +25.3% | -2.4% | +17.8% |
| 3M | +3.5% | +10.3% | -6.7% | +1.3% |
| 6M | -29.4% | +38.0% | -67.4% | -33.9% |
| YTD | -36.1% | +17.8% | -53.8% | -38.3% |
| 1Y | -34.4% | +13.6% | -48.0% | -36.1% |
| 3Y | +4.0% | +89.2% | -85.2% | -5.0% |
| All | +4.0% | +88.9% | -84.9% | -5.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling