+3.0%
ROP vs ALLE
+54.3%
-51.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.2% | +0.4% |
| 7D | -2.9% | -0.8% | -2.1% | -2.7% |
| 30D | +30.1% | +27.4% | +2.7% | +18.6% |
| 3M | +19.9% | +13.8% | +6.0% | +13.9% |
| 6M | +46.0% | +45.5% | +0.5% | +26.2% |
| YTD | +8.4% | +21.4% | -13.0% | -0.4% |
| 1Y | +8.8% | +15.4% | -6.6% | +2.0% |
| 3Y | -5.6% | +91.7% | -97.3% | -30.0% |
| 5Y | +3.0% | +54.5% | -51.5% | -16.2% |
| All | +3.0% | +54.3% | -51.3% | -16.2% |
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