-10.2%
DOW vs ROP
+22.5%
-32.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.1% |
| 7D | -2.4% | -8.0% | +5.6% | +2.2% |
| 30D | -4.1% | -2.7% | -1.3% | -2.8% |
| 3M | -12.4% | +16.6% | -29.0% | -20.8% |
| 6M | -10.6% | +10.4% | -21.0% | -17.1% |
| YTD | +31.1% | -12.1% | +43.2% | +38.8% |
| 1Y | +30.5% | -23.6% | +54.1% | +50.4% |
| 3Y | -34.4% | -19.3% | -15.1% | -28.3% |
| 5Y | -35.5% | -15.4% | -20.1% | -33.6% |
| All | -10.2% | +22.5% | -32.7% | -32.8% |
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