+3.0%
ROP vs ALLY
-8.7%
+11.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +22.8% |
| 6M | +46.0% | -9.0% | +55.0% | +48.2% |
| YTD | +8.4% | -12.9% | +21.3% | +10.6% |
| 1Y | +8.8% | -0.1% | +8.9% | +8.0% |
| 3Y | -5.6% | +64.6% | -70.2% | -16.9% |
| 5Y | +3.0% | -10.1% | +13.1% | -0.1% |
| All | +3.0% | -8.7% | +11.7% | -0.1% |
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 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