+29.2%
DOW vs ROP
-21.5%
+50.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.6% | +0.5% | -3.1% |
| 7D | -2.4% | -4.4% | +2.1% | -2.4% |
| 30D | +0.4% | +3.2% | -2.9% | +0.5% |
| 3M | -14.4% | +23.1% | -37.5% | -13.6% |
| 6M | -7.0% | +13.3% | -20.3% | -6.3% |
| YTD | +30.2% | -7.9% | +38.1% | +24.7% |
| 1Y | +29.2% | -22.1% | +51.3% | +18.3% |
| All | +29.2% | -21.5% | +50.7% | +18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 1y: compounded portfolio wealth divided by compounded ROP 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…
1y analysis · Full analysis span regression · 6 months rolling