-0.2%
ROP vs ALHC
-29.3%
+29.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.6% | -2.3% | -2.8% |
| 7D | -5.4% | -1.0% | -4.5% | -5.4% |
| 30D | -1.6% | -6.3% | +4.7% | -1.3% |
| 3M | +18.8% | -12.3% | +31.2% | +18.9% |
| 6M | +8.2% | -27.0% | +35.2% | +9.1% |
| YTD | -10.5% | -31.8% | +21.4% | -9.4% |
| 1Y | -23.7% | -17.0% | -6.7% | -23.8% |
| 3Y | -17.9% | +159.8% | -177.7% | -25.8% |
| 5Y | -15.3% | -25.1% | +9.8% | -19.8% |
| All | -0.2% | -29.3% | +29.1% | -5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded ALHC 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling