+30,080.4%
ROP vs ALK
+689.2%
+29,391.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.2% | +3.0% | +0.4% |
| 7D | +9.2% | +7.1% | +2.1% | +7.6% |
| 30D | +35.5% | -3.0% | +38.5% | +36.2% |
| 3M | +24.4% | -25.6% | +50.1% | +31.7% |
| 6M | +38.0% | +0.5% | +37.5% | +35.7% |
| YTD | +11.1% | -23.1% | +34.1% | +13.8% |
| 1Y | +10.9% | -7.5% | +18.5% | +8.9% |
| 3Y | -0.5% | +15.3% | -15.8% | -10.7% |
| 5Y | +4.5% | -34.8% | +39.3% | +3.9% |
| 10Y | +207.5% | -41.2% | +248.6% | +185.3% |
| All | +30,080.4% | +689.2% | +29,391.2% | +13,433.7% |
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 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