+135.7%
ROP vs A
+236.6%
-100.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | +0.1% | -0.8% |
| 7D | -6.1% | -4.4% | -1.7% | -4.4% |
| 30D | -3.4% | -2.7% | -0.7% | -2.4% |
| 3M | +16.7% | +7.0% | +9.6% | +13.1% |
| 6M | +8.1% | +24.6% | -16.6% | -2.8% |
| YTD | -11.7% | +7.0% | -18.7% | -15.3% |
| 1Y | -24.2% | +15.6% | -39.8% | -30.2% |
| 3Y | -19.0% | +29.9% | -48.9% | -32.3% |
| 5Y | -15.9% | -15.4% | -0.5% | -14.4% |
| 10Y | +135.7% | +248.9% | -113.2% | +12.0% |
| All | +135.7% | +236.6% | -100.9% | +12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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