-5.6%
ROP vs ALLY
+65.2%
-70.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | +0.4% |
| 7D | -2.9% | -2.8% | -0.2% | -2.4% |
| 30D | +30.1% | +1.9% | +28.2% | +29.6% |
| 3M | +19.9% | -12.1% | +32.0% | +22.6% |
| 6M | +46.0% | -9.0% | +55.0% | +48.0% |
| YTD | +8.4% | -12.9% | +21.3% | +10.5% |
| 1Y | +8.8% | -0.1% | +8.9% | +8.0% |
| All | -5.6% | +65.2% | -70.8% | -12.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling