+133.4%
ROP vs ALM
+3,219.4%
-3,086.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +8.8% | -11.7% | -3.0% |
| 7D | -5.4% | +8.4% | -13.8% | -5.5% |
| 30D | -1.6% | +34.8% | -36.5% | -2.1% |
| 3M | +18.8% | +16.2% | +2.6% | +18.4% |
| 6M | +8.2% | +2.1% | +6.1% | +7.8% |
| YTD | -10.5% | +117.0% | -127.5% | -12.4% |
| 1Y | -23.7% | +313.9% | -337.6% | -26.6% |
| 3Y | -17.9% | +2,327.9% | -2,345.8% | -25.1% |
| 5Y | -15.3% | +1,040.6% | -1,056.0% | -22.0% |
| 10Y | +133.4% | +3,219.4% | -3,086.1% | +112.3% |
| All | +133.4% | +3,219.4% | -3,086.1% | +112.3% |
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