+3.0%
ROP vs ALK
-28.7%
+31.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +0.8% |
| 7D | -2.9% | +2.6% | -5.5% | -3.3% |
| 30D | +30.1% | +7.8% | +22.2% | +28.5% |
| 3M | +19.9% | -15.2% | +35.1% | +22.0% |
| 6M | +46.0% | +5.0% | +41.0% | +43.2% |
| YTD | +8.4% | -18.4% | +26.8% | +9.4% |
| 1Y | +8.8% | -2.4% | +11.2% | +6.2% |
| 3Y | -5.6% | +19.8% | -25.4% | -15.8% |
| 5Y | +3.0% | -27.8% | +30.8% | +0.1% |
| All | +3.0% | -28.7% | +31.7% | +0.1% |
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