+457.8%
ROL vs ALLE
+331.3%
+126.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.9% | +3.9% | +2.0% |
| 7D | +11.7% | 0.0% | +11.7% | +11.7% |
| 30D | +27.7% | +20.6% | +7.1% | +19.8% |
| 3M | +3.7% | +11.4% | -7.7% | -0.2% |
| 6M | -27.8% | +42.5% | -70.3% | -36.6% |
| YTD | -34.7% | +18.9% | -53.6% | -39.3% |
| 1Y | -34.1% | +14.2% | -48.3% | -37.9% |
| 3Y | +5.9% | +90.7% | -84.8% | -18.5% |
| 5Y | +15.6% | +52.5% | -36.8% | -5.1% |
| 10Y | +226.5% | +231.2% | -4.7% | +94.3% |
| All | +457.8% | +331.3% | +126.4% | +205.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling