-22.1%
ROP vs ALLE
-5.8%
-16.2%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.0% | -4.6% | -3.8% |
| 7D | -4.4% | -0.2% | -4.2% | -4.4% |
| 30D | +3.2% | -6.8% | +10.0% | +4.9% |
| 3M | +23.1% | +21.0% | +2.0% | +18.4% |
| 6M | +13.3% | +1.1% | +12.2% | +12.2% |
| YTD | -7.9% | -0.5% | -7.3% | -8.7% |
| 1Y | -22.1% | -7.3% | -14.8% | -20.1% |
| All | -22.1% | -5.8% | -16.2% | -20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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