+0.1%
DOW vs ROP
+51.6%
-51.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.8% | -0.6% |
| 7D | +5.2% | +0.7% | +4.5% | +4.8% |
| 30D | +13.2% | +28.8% | -15.6% | -1.9% |
| 3M | +10.1% | +21.1% | -11.0% | -1.6% |
| 6M | -13.1% | +52.5% | -65.6% | -32.8% |
| YTD | +46.1% | +8.9% | +37.3% | +36.8% |
| 1Y | +50.0% | +8.2% | +41.8% | +41.0% |
| 3Y | -20.2% | -5.2% | -15.1% | -20.0% |
| 5Y | -27.7% | +1.7% | -29.4% | -32.3% |
| All | +0.1% | +51.6% | -51.5% | -33.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling