-5.2%
ROP vs ALM
+909.2%
-914.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +7.7% | -7.3% | +0.5% |
| 7D | +0.7% | +1.2% | -0.5% | +0.7% |
| 30D | +28.8% | -19.3% | +48.1% | +28.7% |
| 3M | +21.1% | -40.6% | +61.7% | +21.1% |
| 6M | +52.5% | -57.9% | +110.4% | +53.2% |
| YTD | +8.9% | -6.7% | +15.6% | +7.2% |
| 1Y | +8.2% | +20.2% | -11.9% | +5.8% |
| 3Y | -5.2% | +879.4% | -884.6% | -11.8% |
| All | -5.2% | +909.2% | -914.4% | -11.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling