-33.3%
ROL vs ALLY
-1.7%
-31.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | +0.1% |
| 7D | +3.4% | -0.7% | +4.1% | +3.5% |
| 30D | +20.8% | +1.1% | +19.6% | +20.5% |
| 3M | +3.7% | -13.2% | +16.9% | +5.7% |
| 6M | -27.7% | -13.5% | -14.2% | -26.3% |
| YTD | -34.9% | -14.3% | -20.6% | -34.1% |
| 1Y | -33.3% | -1.1% | -32.2% | -34.9% |
| All | -33.3% | -1.7% | -31.6% | -34.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling