+20.5%
ROP vs ALC
+21.6%
-1.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.0% | -0.9% | -2.1% |
| 7D | -5.4% | -3.7% | -1.8% | -4.0% |
| 30D | -1.6% | -3.7% | +2.1% | -0.2% |
| 3M | +18.8% | +4.6% | +14.3% | +16.8% |
| 6M | +8.2% | -14.6% | +22.8% | +14.1% |
| YTD | -10.5% | -11.9% | +1.4% | -6.9% |
| 1Y | -23.7% | -13.1% | -10.6% | -20.4% |
| 3Y | -17.9% | -15.0% | -2.9% | -15.6% |
| 5Y | -15.3% | -16.2% | +0.8% | -14.2% |
| All | +20.5% | +21.6% | -1.1% | -4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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