+5.9%
ROP vs ALM
+21.0%
-15.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +8.1% | -9.1% | -0.6% |
| 7D | -1.6% | +0.7% | -2.4% | -1.6% |
| 30D | +29.5% | -26.1% | +55.6% | +28.2% |
| 3M | +17.5% | -38.1% | +55.7% | +15.9% |
| 6M | +38.1% | -55.4% | +93.5% | +36.5% |
| YTD | +7.0% | -0.4% | +7.4% | +6.4% |
| All | +5.9% | +21.0% | -15.2% | +5.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling