+0.6%
ROP vs ALLY
-9.5%
+10.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.7% | -1.2% | -2.6% |
| 7D | +2.1% | +0.9% | +1.2% | +2.0% |
| 30D | +32.9% | +3.1% | +29.8% | +32.1% |
| 3M | +20.0% | -12.6% | +32.6% | +23.1% |
| 6M | +36.4% | -12.4% | +48.8% | +39.5% |
| YTD | +7.8% | -13.2% | +21.0% | +10.2% |
| 1Y | +8.0% | +1.8% | +6.2% | +6.8% |
| 3Y | -3.5% | +58.0% | -61.5% | -14.3% |
| All | +0.6% | -9.5% | +10.1% | -3.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling