+183.6%
ROP vs APD
+192.6%
-9.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.0% | -3.1% | -1.9% |
| 7D | -1.6% | -1.6% | -0.1% | -1.0% |
| 30D | +29.5% | +10.6% | +18.9% | +24.1% |
| 3M | +17.5% | +2.5% | +15.0% | +16.2% |
| 6M | +38.1% | +6.0% | +32.1% | +33.9% |
| YTD | +7.0% | +28.4% | -21.5% | -5.5% |
| 1Y | +6.5% | +22.2% | -15.6% | -4.1% |
| 3Y | -5.5% | +26.6% | -32.0% | -19.3% |
| 5Y | -0.4% | +11.8% | -12.2% | -11.5% |
| 10Y | +183.6% | +187.8% | -4.2% | +38.4% |
| All | +183.6% | +192.6% | -9.0% | +38.4% |
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