+220.7%
ROL vs ALLY
+174.3%
+46.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.8% | +1.7% | +2.5% |
| 7D | +3.0% | +0.4% | +2.6% | +2.9% |
| 30D | +19.8% | +5.2% | +14.5% | +19.0% |
| 3M | +7.9% | -13.3% | +21.2% | +9.8% |
| 6M | -25.6% | -6.7% | -19.0% | -25.1% |
| YTD | -34.1% | -12.8% | -21.3% | -33.3% |
| 1Y | -31.4% | +0.7% | -32.1% | -31.7% |
| 3Y | +4.7% | +65.2% | -60.5% | -4.5% |
| 5Y | +15.6% | -10.1% | +25.7% | +12.7% |
| All | +220.7% | +174.3% | +46.4% | +161.0% |
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