+48.1%
DOW vs ROP
+6.7%
+41.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.6% |
| 7D | -6.8% | +0.2% | -7.0% | -6.9% |
| 30D | +10.8% | +30.3% | -19.5% | +7.6% |
| 3M | +4.1% | +17.8% | -13.6% | +1.7% |
| 6M | -12.7% | +38.9% | -51.6% | -15.3% |
| YTD | +39.2% | +7.6% | +31.6% | +39.8% |
| All | +48.1% | +6.7% | +41.3% | +48.3% |
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