+180.7%
ROP vs ALK
-39.7%
+220.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.7% |
| 7D | +0.2% | +12.9% | -12.8% | -2.1% |
| 30D | +30.3% | +5.5% | +24.8% | +28.8% |
| 3M | +17.8% | -12.1% | +29.9% | +19.9% |
| 6M | +38.9% | +1.7% | +37.2% | +36.5% |
| YTD | +7.6% | -17.4% | +25.0% | +8.6% |
| 1Y | +6.5% | -1.9% | +8.4% | +3.5% |
| 3Y | -6.3% | +21.2% | -27.5% | -16.7% |
| 5Y | +0.9% | -27.8% | +28.7% | -1.8% |
| 10Y | +180.7% | -41.0% | +221.8% | +157.8% |
| All | +180.7% | -39.7% | +220.5% | +157.8% |
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