+0.6%
ROP vs APD
+11.0%
-10.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.5% | -1.4% | -2.5% |
| 7D | +2.1% | -3.7% | +5.8% | +3.3% |
| 30D | +32.9% | +9.6% | +23.3% | +29.6% |
| 3M | +20.0% | +1.6% | +18.4% | +19.5% |
| 6M | +36.4% | +2.2% | +34.2% | +35.3% |
| YTD | +7.8% | +25.9% | -18.0% | +0.1% |
| 1Y | +8.0% | +20.1% | -12.1% | +1.4% |
| 3Y | -3.5% | +12.4% | -15.9% | -8.7% |
| All | +0.6% | +11.0% | -10.4% | -2.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling