+193.4%
ROP vs AR
+44.3%
+149.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.8% | -2.1% | -2.9% |
| 7D | +2.1% | -14.3% | +16.4% | +3.2% |
| 30D | +32.9% | +1.4% | +31.5% | +32.7% |
| 3M | +20.3% | +3.4% | +16.9% | +19.9% |
| 6M | +36.8% | -2.1% | +38.8% | +36.7% |
| YTD | +8.1% | +4.7% | +3.4% | +7.4% |
| 1Y | +8.3% | +10.6% | -2.3% | +7.0% |
| 3Y | -3.2% | +24.6% | -27.8% | -6.2% |
| 5Y | +1.7% | +71.9% | -70.2% | -5.0% |
| All | +193.4% | +44.3% | +149.0% | +166.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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