+207.9%
ROL vs ROP
+134.1%
+73.8%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.9% | +0.3% | -1.2% |
| 7D | -3.4% | -5.4% | +2.0% | -0.9% |
| 30D | -6.9% | -1.6% | -5.3% | -6.4% |
| 3M | -24.6% | +18.8% | -43.4% | -31.3% |
| 6M | -39.5% | +8.2% | -47.7% | -42.5% |
| YTD | -41.1% | -10.5% | -30.6% | -38.8% |
| 1Y | -37.9% | -23.7% | -14.2% | -30.0% |
| 3Y | +0.8% | -17.9% | +18.7% | +7.6% |
| 5Y | -4.7% | -15.3% | +10.7% | -0.9% |
| 10Y | +207.9% | +133.4% | +74.5% | +101.8% |
| All | +207.9% | +134.1% | +73.8% | +101.8% |
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