+216.0%
ROL vs ALLY
+189.4%
+26.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.7% | -0.4% | -1.9% |
| 7D | +9.5% | +0.9% | +8.6% | +9.4% |
| 30D | +22.9% | +3.1% | +19.8% | +22.5% |
| 3M | +3.5% | -12.6% | +16.1% | +5.2% |
| 6M | -29.4% | -12.4% | -17.0% | -28.3% |
| YTD | -36.1% | -13.2% | -22.9% | -35.2% |
| 1Y | -34.4% | +1.8% | -36.2% | -34.7% |
| 3Y | +4.0% | +58.0% | -54.0% | -4.5% |
| 5Y | +13.2% | -8.4% | +21.7% | +10.1% |
| All | +216.0% | +189.4% | +26.7% | +166.1% |
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