+133.4%
ROP vs ACM
+128.0%
+5.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.8% | -2.0% | -2.6% |
| 7D | -5.4% | -0.3% | -5.1% | -5.3% |
| 30D | -1.6% | -12.9% | +11.3% | +2.9% |
| 3M | +18.8% | -6.4% | +25.2% | +20.9% |
| 6M | +8.2% | -29.2% | +37.4% | +21.1% |
| YTD | -10.5% | -29.9% | +19.5% | +0.1% |
| 1Y | -23.7% | -47.3% | +23.5% | -6.1% |
| 3Y | -17.9% | -19.6% | +1.8% | -14.9% |
| 5Y | -15.3% | +5.5% | -20.9% | -22.0% |
| 10Y | +133.4% | +129.7% | +3.7% | +55.9% |
| All | +133.4% | +128.0% | +5.4% | +55.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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