+8.2%
ROP vs ALK
-10.2%
+18.5%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.5% |
| 7D | +0.7% | -1.2% | +1.9% | +0.7% |
| 30D | +28.8% | +7.7% | +21.1% | +28.4% |
| 3M | +21.1% | -19.0% | +40.0% | +20.2% |
| 6M | +52.5% | -0.2% | +52.7% | +51.8% |
| YTD | +8.9% | -23.5% | +32.4% | +8.8% |
| 1Y | +8.2% | -9.1% | +17.4% | +5.6% |
| All | +8.2% | -10.2% | +18.5% | +5.6% |
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