+272.5%
RF vs ROP
+195.2%
+77.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.6% | +1.5% |
| 7D | -0.9% | +2.1% | -3.1% | -2.3% |
| 30D | +6.0% | +32.9% | -26.9% | -11.9% |
| 3M | -8.9% | +20.0% | -28.9% | -19.6% |
| 6M | +2.3% | +36.4% | -34.1% | -18.1% |
| YTD | +7.6% | +7.8% | -0.3% | -0.2% |
| 1Y | +21.2% | +8.0% | +13.2% | +12.2% |
| 3Y | +108.5% | -3.5% | +112.0% | +105.6% |
| 5Y | +43.2% | +1.5% | +41.8% | +33.1% |
| All | +272.5% | +195.2% | +77.2% | +32.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling