+10.6%
ROP vs ALK
-1.1%
+11.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +8.8% | -4.8% | +3.7% |
| 7D | +11.7% | +12.4% | -0.7% | +11.4% |
| 30D | +35.5% | +2.1% | +33.4% | +34.7% |
| 3M | +25.6% | -23.9% | +49.5% | +24.7% |
| 6M | +39.3% | +8.2% | +31.0% | +38.5% |
| YTD | +11.6% | -20.5% | +32.1% | +11.6% |
| 1Y | +10.6% | -1.0% | +11.6% | +6.1% |
| All | +10.6% | -1.1% | +11.7% | +6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 1y: compounded portfolio wealth divided by compounded ALK 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…
1y analysis · Full analysis span regression · 6 months rolling