+180.7%
ROP vs A
+312.5%
-131.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +1.1% |
| 7D | +0.2% | +1.4% | -1.2% | -0.4% |
| 30D | +30.3% | +4.3% | +26.0% | +27.7% |
| 3M | +17.8% | +19.8% | -2.0% | +8.5% |
| 6M | +38.9% | +54.4% | -15.5% | +14.1% |
| YTD | +7.6% | +31.7% | -24.1% | -5.9% |
| 1Y | +6.5% | +22.4% | -15.9% | -4.0% |
| 3Y | -6.3% | +67.7% | -74.0% | -30.1% |
| 5Y | +0.9% | +15.7% | -14.8% | -11.5% |
| 10Y | +180.7% | +308.7% | -128.0% | +27.4% |
| All | +180.7% | +312.5% | -131.7% | +27.4% |
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