+29,197.7%
ROP vs ALK
+694.1%
+28,503.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.6% | -3.5% | -3.1% |
| 7D | +2.1% | +9.0% | -6.9% | +0.2% |
| 30D | +32.9% | -1.6% | +34.6% | +33.2% |
| 3M | +20.0% | -23.2% | +43.2% | +26.2% |
| 6M | +36.4% | -3.9% | +40.3% | +35.4% |
| YTD | +7.8% | -22.6% | +30.4% | +10.3% |
| 1Y | +8.0% | -5.3% | +13.3% | +5.5% |
| 3Y | -3.5% | +18.6% | -22.1% | -13.9% |
| 5Y | +1.5% | -34.4% | +35.9% | +0.7% |
| 10Y | +198.5% | -40.8% | +239.2% | +176.6% |
| All | +29,197.7% | +694.1% | +28,503.6% | +13,020.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling