-5.2%
ROP vs ALLE
+94.0%
-99.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | +0.1% |
| 7D | +0.7% | +3.6% | -2.8% | -0.5% |
| 30D | +28.8% | +25.9% | +2.9% | +19.8% |
| 3M | +21.1% | +15.8% | +5.3% | +15.2% |
| 6M | +52.5% | +48.1% | +4.5% | +35.2% |
| YTD | +8.9% | +22.0% | -13.1% | +1.4% |
| 1Y | +8.2% | +18.0% | -9.8% | +1.8% |
| 3Y | -5.2% | +93.1% | -98.2% | -19.3% |
| All | -5.2% | +94.0% | -99.1% | -19.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling