+193.4%
ROP vs APD
+185.9%
+7.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.5% | -1.4% | -2.3% |
| 7D | +2.1% | -3.7% | +5.8% | +3.8% |
| 30D | +32.9% | +9.6% | +23.3% | +27.8% |
| 3M | +20.3% | +1.6% | +18.7% | +19.5% |
| 6M | +36.8% | +2.2% | +34.6% | +34.8% |
| YTD | +8.1% | +25.9% | -17.8% | -3.6% |
| 1Y | +8.3% | +20.1% | -11.9% | -1.8% |
| 3Y | -3.2% | +12.4% | -15.6% | -12.8% |
| 5Y | +1.7% | +11.1% | -9.4% | -9.6% |
| All | +193.4% | +185.9% | +7.5% | +44.9% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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