-11.8%
ROP vs ALK
-25.3%
+13.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.5% | -5.1% | -3.8% |
| 7D | -4.4% | -0.7% | -3.8% | -4.4% |
| 30D | +3.2% | -19.2% | +22.5% | +5.9% |
| 3M | +23.1% | -1.5% | +24.6% | +22.6% |
| 6M | +13.3% | -13.1% | +26.4% | +14.2% |
| YTD | -7.9% | -16.4% | +8.6% | -7.0% |
| 1Y | -22.1% | -33.1% | +11.0% | -18.6% |
| 3Y | -16.8% | +0.6% | -17.4% | -22.2% |
| All | -11.8% | -25.3% | +13.5% | -16.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling