+214.9%
ROL vs ALLY
+201.0%
+13.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.9% | +1.1% | +2.0% |
| 7D | +7.5% | -0.2% | +7.7% | +7.5% |
| 30D | +21.1% | +3.4% | +17.7% | +20.6% |
| 3M | +3.1% | -11.1% | +14.2% | +4.6% |
| 6M | -27.4% | -11.5% | -15.9% | -26.4% |
| YTD | -34.7% | -12.3% | -22.4% | -33.9% |
| 1Y | -32.9% | +1.1% | -34.0% | -33.3% |
| 3Y | +6.1% | +64.8% | -58.7% | -3.1% |
| 5Y | +16.3% | -6.9% | +23.2% | +12.9% |
| 10Y | +214.9% | +194.9% | +19.9% | +163.0% |
| All | +214.9% | +201.0% | +13.8% | +163.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 10y: compounded portfolio wealth divided by compounded ALLY 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…
10y analysis · Full analysis span regression · 6 months rolling