+219.2%
ROP vs ALLY
+124.8%
+94.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.3% | -3.9% | -3.6% |
| 7D | -4.4% | +3.7% | -8.1% | -5.3% |
| 30D | +3.2% | -2.3% | +5.5% | +3.8% |
| 3M | +23.1% | +3.8% | +19.2% | +21.6% |
| 6M | +13.3% | +9.7% | +3.6% | +10.1% |
| YTD | -7.9% | -1.4% | -6.4% | -8.2% |
| 1Y | -22.1% | +8.2% | -30.3% | -24.3% |
| 3Y | -16.8% | +66.5% | -83.3% | -29.6% |
| 5Y | -13.5% | +1.2% | -14.7% | -19.8% |
| 10Y | +137.7% | +191.4% | -53.7% | +48.2% |
| All | +219.2% | +124.8% | +94.4% | +112.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling