-3.5%
ROP vs APD
+11.7%
-15.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.5% | -1.4% | -2.6% |
| 7D | +2.1% | -3.7% | +5.8% | +2.9% |
| 30D | +32.9% | +9.6% | +23.3% | +30.8% |
| 3M | +20.0% | +1.6% | +18.4% | +19.7% |
| 6M | +36.4% | +2.2% | +34.2% | +35.8% |
| YTD | +7.8% | +25.9% | -18.0% | +2.8% |
| 1Y | +8.0% | +20.1% | -12.1% | +3.7% |
| 3Y | -3.5% | +12.4% | -15.9% | -6.7% |
| All | -3.5% | +11.7% | -15.2% | -6.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling