-35.3%
DOW vs ROP
-15.8%
-19.5%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.6% | +0.5% | -2.1% |
| 7D | -2.4% | -4.4% | +2.1% | -1.2% |
| 30D | +0.4% | +3.2% | -2.9% | -0.5% |
| 3M | -14.4% | +23.1% | -37.5% | -19.5% |
| 6M | -7.0% | +13.3% | -20.3% | -10.4% |
| YTD | +30.2% | -7.9% | +38.1% | +35.8% |
| 1Y | +29.2% | -22.1% | +51.3% | +45.4% |
| All | -35.3% | -15.8% | -19.5% | -30.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling