+183.6%
ROP vs ALK
-37.5%
+221.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +7.1% | -8.1% | -2.3% |
| 7D | -1.6% | +8.9% | -10.6% | -3.2% |
| 30D | +29.5% | +5.9% | +23.6% | +27.9% |
| 3M | +17.5% | -16.5% | +34.1% | +20.8% |
| 6M | +38.1% | +2.1% | +36.0% | +35.6% |
| YTD | +7.0% | -17.1% | +24.1% | +7.9% |
| 1Y | +6.5% | -2.9% | +9.4% | +3.7% |
| 3Y | -5.5% | +24.5% | -30.0% | -16.5% |
| 5Y | -0.4% | -29.1% | +28.7% | -2.7% |
| 10Y | +183.6% | -39.1% | +222.7% | +157.4% |
| All | +183.6% | -37.5% | +221.0% | +157.4% |
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