+299.0%
ROP vs ARMK
+317.2%
-18.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +4.5% | -7.4% | -4.0% |
| 7D | +2.1% | -2.6% | +4.8% | +2.6% |
| 30D | +32.9% | -5.2% | +38.1% | +34.1% |
| 3M | +20.3% | -6.5% | +26.8% | +21.5% |
| 6M | +36.8% | +15.3% | +21.5% | +30.9% |
| YTD | +8.1% | +43.6% | -35.5% | -2.3% |
| 1Y | +8.3% | +42.1% | -33.8% | -1.9% |
| 3Y | -3.2% | +94.0% | -97.2% | -19.8% |
| 5Y | +1.7% | +96.3% | -94.5% | -17.3% |
| 10Y | +199.2% | +126.7% | +72.5% | +126.6% |
| All | +299.0% | +317.2% | -18.2% | +172.2% |
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 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