+441.1%
ROL vs ALLY
+101.5%
+339.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +1.2% |
| 7D | +11.7% | -1.1% | +12.9% | +11.9% |
| 30D | +27.7% | +4.2% | +23.5% | +27.0% |
| 3M | +3.7% | -12.4% | +16.1% | +5.5% |
| 6M | -27.8% | -8.7% | -19.1% | -27.0% |
| YTD | -34.7% | -11.6% | -23.0% | -33.9% |
| 1Y | -34.1% | +0.2% | -34.3% | -34.4% |
| 3Y | +5.9% | +57.1% | -51.2% | -3.3% |
| 5Y | +15.6% | -6.8% | +22.5% | +11.9% |
| 10Y | +226.5% | +200.4% | +26.1% | +144.9% |
| All | +441.1% | +101.5% | +339.6% | +333.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling