+184.0%
ROP vs ALK
-41.4%
+225.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +0.9% |
| 7D | -2.9% | +2.6% | -5.5% | -3.5% |
| 30D | +30.1% | +7.8% | +22.2% | +28.1% |
| 3M | +19.9% | -15.2% | +35.1% | +22.9% |
| 6M | +46.0% | +5.0% | +41.0% | +42.6% |
| YTD | +8.4% | -18.4% | +26.8% | +9.6% |
| 1Y | +8.8% | -2.4% | +11.2% | +5.8% |
| 3Y | -5.6% | +19.8% | -25.4% | -15.9% |
| 5Y | +3.0% | -27.8% | +30.8% | +0.2% |
| 10Y | +184.0% | -42.0% | +226.0% | +161.9% |
| All | +184.0% | -41.4% | +225.4% | +161.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling