+4.0%
ROL vs ALLY
+54.4%
-50.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.7% | -0.4% | -2.0% |
| 7D | +9.5% | +0.9% | +8.6% | +9.4% |
| 30D | +22.9% | +3.1% | +19.8% | +22.7% |
| 3M | +3.5% | -12.6% | +16.1% | +4.2% |
| 6M | -29.4% | -12.4% | -17.0% | -29.0% |
| YTD | -36.1% | -13.2% | -22.9% | -35.8% |
| 1Y | -34.4% | +1.8% | -36.2% | -34.4% |
| 3Y | +4.0% | +58.0% | -54.0% | +1.3% |
| All | +4.0% | +54.4% | -50.4% | +1.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling