+248.6%
ROP vs ALLE
+260.9%
-12.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.0% | -4.6% | -4.0% |
| 7D | -4.4% | -0.2% | -4.2% | -4.4% |
| 30D | +3.2% | -6.8% | +10.0% | +6.4% |
| 3M | +23.1% | +21.0% | +2.0% | +12.4% |
| 6M | +13.3% | +1.1% | +12.2% | +11.7% |
| YTD | -7.9% | -0.5% | -7.3% | -8.9% |
| 1Y | -22.1% | -7.3% | -14.8% | -20.6% |
| 3Y | -16.8% | +42.3% | -59.1% | -32.3% |
| 5Y | -13.5% | +13.5% | -27.0% | -23.2% |
| 10Y | +137.7% | +144.0% | -6.4% | +41.1% |
| All | +248.6% | +260.9% | -12.3% | +80.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling