+212.7%
ROL vs ROP
+183.9%
+28.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -1.7% | -2.7% | +1.0% | -0.4% |
| 30D | +18.5% | +29.7% | -11.2% | +4.7% |
| 3M | +4.3% | +21.2% | -16.9% | -5.1% |
| 6M | -27.7% | +48.3% | -76.0% | -41.0% |
| YTD | -35.8% | +8.4% | -44.2% | -39.1% |
| 1Y | -34.1% | +6.0% | -40.1% | -36.8% |
| 3Y | +2.9% | -5.6% | +8.5% | +3.1% |
| 5Y | +12.7% | +1.3% | +11.4% | +7.4% |
| All | +212.7% | +183.9% | +28.8% | +85.0% |
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