+133.4%
ROP vs APD
+161.1%
-27.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.2% | -1.7% | -2.3% |
| 7D | -5.4% | -2.5% | -2.9% | -4.4% |
| 30D | -1.6% | -1.9% | +0.2% | -0.8% |
| 3M | +18.8% | +8.2% | +10.6% | +14.4% |
| 6M | +8.2% | +10.7% | -2.5% | +2.6% |
| YTD | -10.5% | +22.9% | -33.4% | -19.3% |
| 1Y | -23.7% | +5.8% | -29.5% | -26.9% |
| 3Y | -17.9% | +7.8% | -25.6% | -24.5% |
| 5Y | -15.3% | +26.1% | -41.5% | -30.6% |
| 10Y | +133.4% | +163.7% | -30.3% | +16.3% |
| All | +133.4% | +161.1% | -27.7% | +16.3% |
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