+13.3%
ROP vs ALLE
-0.4%
+13.7%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| 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% | +4.8% |
| 3M | +23.1% | +21.0% | +2.0% | +19.4% |
| 6M | +13.3% | +1.1% | +12.2% | +8.2% |
| All | +13.3% | -0.4% | +13.7% | +8.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling