+0.4%
DOW vs ROP
+51.0%
-50.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.8% | +1.9% |
| 7D | +3.7% | -2.7% | +6.3% | +5.2% |
| 30D | +16.3% | +29.7% | -13.4% | +0.4% |
| 3M | +9.7% | +21.2% | -11.5% | -2.0% |
| 6M | -14.1% | +48.3% | -62.3% | -32.5% |
| YTD | +46.6% | +8.4% | +38.2% | +37.6% |
| 1Y | +56.8% | +6.0% | +50.8% | +49.3% |
| 3Y | -20.4% | -5.6% | -14.8% | -19.9% |
| 5Y | -27.4% | +1.3% | -28.7% | -31.9% |
| All | +0.4% | +51.0% | -50.5% | -33.4% |
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 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