+384.5%
ALAB vs ROP
-28.2%
+412.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.3% | +5.4% | +3.9% |
| 7D | +9.6% | -6.1% | +15.8% | +8.8% |
| 30D | -5.3% | -3.4% | -1.9% | -5.6% |
| 3M | -12.0% | +16.7% | -28.7% | -13.0% |
| 6M | +145.7% | +8.1% | +137.7% | +149.3% |
| YTD | +80.7% | -11.7% | +92.3% | +96.2% |
| 1Y | +40.1% | -24.2% | +64.3% | +64.7% |
| All | +384.5% | -28.2% | +412.7% | +511.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 10y: compounded portfolio wealth divided by compounded ROP 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…
10y analysis · Full analysis span regression · 6 months rolling