-35.9%
DOW vs ROP
-14.2%
-21.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.9% | +3.3% | +1.4% |
| 7D | -2.9% | -5.4% | +2.5% | -1.2% |
| 30D | +2.0% | -1.6% | +3.6% | +2.4% |
| 3M | -12.5% | +18.8% | -31.4% | -18.1% |
| 6M | -9.2% | +8.2% | -17.4% | -12.2% |
| YTD | +30.8% | -10.5% | +41.3% | +36.3% |
| 1Y | +29.4% | -23.7% | +53.1% | +44.4% |
| 3Y | -34.6% | -17.9% | -16.7% | -29.4% |
| 5Y | -35.9% | -15.3% | -20.6% | -35.1% |
| All | -35.9% | -14.2% | -21.8% | -35.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling