+400.6%
ROL vs ALLY
+124.8%
+275.8%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.4% |
| 7D | -1.4% | +3.7% | -5.1% | -1.9% |
| 30D | -4.1% | -2.3% | -1.8% | -3.8% |
| 3M | -22.5% | +3.8% | -26.3% | -23.0% |
| 6M | -37.7% | +9.7% | -47.4% | -38.6% |
| YTD | -39.6% | -1.4% | -38.2% | -39.7% |
| 1Y | -36.0% | +8.2% | -44.3% | -37.0% |
| 3Y | -5.1% | +66.5% | -71.6% | -14.1% |
| 5Y | -3.4% | +1.2% | -4.6% | -7.5% |
| 10Y | +215.2% | +191.4% | +23.8% | +140.1% |
| All | +400.6% | +124.8% | +275.8% | +295.7% |
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 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