+0.6%
ROP vs ALLE
+49.9%
-49.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.9% | -2.0% | -2.6% |
| 7D | +2.1% | -0.6% | +2.7% | +2.4% |
| 30D | +32.9% | +25.3% | +7.6% | +22.1% |
| 3M | +20.0% | +10.3% | +9.7% | +15.4% |
| 6M | +36.4% | +38.0% | -1.6% | +20.4% |
| YTD | +7.8% | +17.8% | -9.9% | +0.3% |
| 1Y | +8.0% | +13.6% | -5.6% | +1.8% |
| 3Y | -3.5% | +89.2% | -92.7% | -28.1% |
| All | +0.6% | +49.9% | -49.3% | -17.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling