+183.6%
ROP vs ARMK
+131.1%
+52.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.2% | -5.2% | -2.0% |
| 7D | -1.6% | +0.9% | -2.6% | -2.0% |
| 30D | +29.5% | -0.4% | +29.9% | +29.1% |
| 3M | +17.5% | -2.0% | +19.5% | +17.4% |
| 6M | +38.1% | +22.0% | +16.1% | +30.5% |
| YTD | +7.0% | +49.6% | -42.6% | -4.0% |
| 1Y | +6.5% | +46.4% | -39.8% | -3.9% |
| 3Y | -5.5% | +103.2% | -108.7% | -22.1% |
| 5Y | -0.4% | +108.1% | -108.5% | -19.6% |
| 10Y | +183.6% | +129.4% | +54.2% | +126.2% |
| All | +183.6% | +131.1% | +52.5% | +126.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 ARMK 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