+240.1%
ROP vs ARMK
+350.8%
-110.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.9% | -2.7% | -3.4% |
| 7D | -4.4% | -2.4% | -2.0% | -3.9% |
| 30D | +3.2% | 0.0% | +3.2% | +3.0% |
| 3M | +23.1% | +6.7% | +16.4% | +20.9% |
| 6M | +13.3% | +38.8% | -25.5% | +3.9% |
| YTD | -7.9% | +55.2% | -63.0% | -17.9% |
| 1Y | -22.1% | +46.6% | -68.7% | -29.6% |
| 3Y | -16.8% | +112.9% | -129.7% | -32.3% |
| 5Y | -13.5% | +144.0% | -157.5% | -33.0% |
| 10Y | +137.7% | +132.4% | +5.3% | +80.4% |
| All | +240.1% | +350.8% | -110.7% | +128.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling