+183.6%
ROP vs ALLY
+201.0%
-17.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -2.0% | -1.3% |
| 7D | -1.6% | -0.2% | -1.4% | -1.6% |
| 30D | +29.5% | +3.4% | +26.1% | +28.5% |
| 3M | +17.5% | -11.1% | +28.6% | +20.8% |
| 6M | +38.1% | -11.5% | +49.6% | +41.6% |
| YTD | +7.0% | -12.3% | +19.3% | +9.6% |
| 1Y | +6.5% | +1.1% | +5.4% | +5.3% |
| 3Y | -5.5% | +64.8% | -70.3% | -19.4% |
| 5Y | -0.4% | -6.9% | +6.5% | -5.3% |
| 10Y | +183.6% | +194.9% | -11.4% | +82.8% |
| All | +183.6% | +201.0% | -17.4% | +82.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 10y: compounded portfolio wealth divided by compounded ALLY 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…
10y analysis · Full analysis span regression · 6 months rolling