-11.8%
ROP vs ALM
+951.0%
-962.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.5% | -2.1% | -3.6% |
| 7D | -4.4% | -2.6% | -1.8% | -4.4% |
| 30D | +3.2% | +32.0% | -28.8% | +2.9% |
| 3M | +23.1% | -15.0% | +38.1% | +23.5% |
| 6M | +13.3% | -10.1% | +23.4% | +13.3% |
| YTD | -7.9% | +99.4% | -107.3% | -9.6% |
| 1Y | -22.1% | +316.4% | -338.4% | -25.2% |
| 3Y | -16.8% | +2,022.0% | -2,038.8% | -24.9% |
| All | -11.8% | +951.0% | -962.8% | -19.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling