-10.8%
DOW vs ROP
+28.3%
-39.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.6% | +0.5% | -1.0% |
| 7D | -2.4% | -4.4% | +2.1% | +0.1% |
| 30D | +0.4% | +3.2% | -2.9% | -1.6% |
| 3M | -14.4% | +23.1% | -37.5% | -24.9% |
| 6M | -7.0% | +13.3% | -20.3% | -14.8% |
| YTD | +30.2% | -7.9% | +38.1% | +34.4% |
| 1Y | +29.2% | -22.1% | +51.3% | +47.6% |
| 3Y | -36.7% | -16.8% | -19.9% | -31.8% |
| 5Y | -37.7% | -13.5% | -24.2% | -36.2% |
| All | -10.8% | +28.3% | -39.2% | -34.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling