+8.2%
ROP vs ALLY
-1.0%
+9.3%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.3% |
| 7D | +0.7% | +0.4% | +0.3% | +0.6% |
| 30D | +28.8% | +5.2% | +23.5% | +27.8% |
| 3M | +21.1% | -13.3% | +34.4% | +23.1% |
| 6M | +52.5% | -6.7% | +59.2% | +53.0% |
| YTD | +8.9% | -12.8% | +21.7% | +10.7% |
| 1Y | +8.2% | +0.7% | +7.5% | +7.0% |
| All | +8.2% | -1.0% | +9.3% | +7.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling