+217.2%
ROL vs ALLY
+182.4%
+34.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -0.1% |
| 7D | +0.8% | -2.8% | +3.5% | +1.1% |
| 30D | +20.6% | +1.9% | +18.7% | +20.3% |
| 3M | +4.5% | -12.1% | +16.6% | +6.1% |
| 6M | -26.5% | -9.0% | -17.5% | -25.8% |
| YTD | -34.8% | -12.9% | -21.9% | -34.0% |
| 1Y | -33.2% | -0.1% | -33.1% | -33.4% |
| 3Y | +4.5% | +64.6% | -60.1% | -4.7% |
| 5Y | +15.5% | -10.1% | +25.6% | +12.7% |
| 10Y | +217.2% | +176.7% | +40.6% | +158.7% |
| All | +217.2% | +182.4% | +34.9% | +158.7% |
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