+183.6%
ROP vs ALM
+2,221.4%
-2,037.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +8.1% | -9.1% | -1.1% |
| 7D | -1.6% | +0.7% | -2.4% | -1.7% |
| 30D | +29.5% | -26.1% | +55.6% | +30.0% |
| 3M | +17.5% | -38.1% | +55.7% | +18.2% |
| 6M | +38.1% | -55.4% | +93.5% | +39.4% |
| YTD | +7.0% | -0.4% | +7.4% | +5.8% |
| 1Y | +6.5% | +25.4% | -18.8% | +4.7% |
| 3Y | -5.5% | +907.8% | -913.2% | -12.6% |
| 5Y | -0.4% | +440.2% | -440.6% | -7.4% |
| 10Y | +183.6% | +2,031.1% | -1,847.6% | +160.6% |
| All | +183.6% | +2,221.4% | -2,037.8% | +160.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 10y: compounded portfolio wealth divided by compounded ALM 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…
10y analysis · Full analysis span regression · 6 months rolling