+0.8%
ROP vs ALM
+396.4%
-395.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.1% | -5.1% | -2.9% |
| 7D | +2.1% | -6.7% | +8.8% | +2.2% |
| 30D | +32.9% | -32.9% | +65.8% | +33.2% |
| 3M | +20.3% | -39.5% | +59.8% | +20.7% |
| 6M | +36.8% | -62.0% | +98.7% | +38.0% |
| YTD | +8.1% | -7.8% | +15.9% | +6.7% |
| 1Y | +8.3% | +26.7% | -18.4% | +5.9% |
| 3Y | -3.2% | +825.4% | -828.6% | -11.4% |
| All | +0.8% | +396.4% | -395.6% | -7.1% |
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 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