+239.8%
RF vs ROP
+185.1%
+54.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -1.2% |
| 7D | +0.3% | +0.2% | +0.2% | +0.1% |
| 30D | +6.2% | +30.3% | -24.1% | -10.6% |
| 3M | -7.8% | +17.8% | -25.6% | -17.7% |
| 6M | +5.9% | +38.9% | -33.0% | -16.1% |
| YTD | +9.0% | +7.6% | +1.4% | +1.3% |
| 1Y | +19.3% | +6.5% | +12.8% | +11.6% |
| 3Y | +116.4% | -6.3% | +122.7% | +118.0% |
| 5Y | +46.0% | +0.9% | +45.1% | +36.2% |
| 10Y | +239.8% | +180.7% | +59.0% | +42.5% |
| All | +239.8% | +185.1% | +54.7% | +42.5% |
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