+257.6%
ALAB vs ROP
-11.5%
+269.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.4% | -3.1% | -2.5% |
| 7D | +16.3% | +0.7% | +15.6% | +16.6% |
| 30D | -26.1% | +28.8% | -54.9% | -21.3% |
| 3M | -31.3% | +21.1% | -52.3% | -27.2% |
| 6M | -1.0% | +52.5% | -53.5% | +1.4% |
| YTD | +33.3% | +8.9% | +24.5% | +53.7% |
| 1Y | +53.5% | +8.2% | +45.3% | +77.4% |
| All | +257.6% | -11.5% | +269.1% | +379.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling