+27.8%
DOW vs ROP
-24.5%
+52.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.8% | -0.6% |
| 7D | -6.0% | -6.1% | +0.1% | -6.0% |
| 30D | -2.7% | -3.4% | +0.6% | -2.7% |
| 3M | -10.5% | +16.7% | -27.2% | -9.8% |
| 6M | -12.4% | +8.1% | -20.5% | -11.8% |
| YTD | +30.0% | -11.7% | +41.7% | +25.2% |
| 1Y | +27.8% | -24.2% | +52.0% | +16.4% |
| All | +27.8% | -24.5% | +52.3% | +16.4% |
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