+214.7%
ROL vs ALLY
+182.8%
+31.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | 0.0% |
| 7D | +3.4% | -0.7% | +4.1% | +3.5% |
| 30D | +20.8% | +1.1% | +19.6% | +20.6% |
| 3M | +3.7% | -13.2% | +16.9% | +5.5% |
| 6M | -27.7% | -13.5% | -14.2% | -26.5% |
| YTD | -34.9% | -14.3% | -20.6% | -33.9% |
| 1Y | -33.3% | -1.1% | -32.2% | -33.5% |
| 3Y | +4.3% | +62.0% | -57.7% | -4.6% |
| 5Y | +15.0% | -9.6% | +24.6% | +12.0% |
| 10Y | +214.7% | +176.0% | +38.7% | +160.4% |
| All | +214.7% | +182.8% | +31.9% | +160.4% |
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