+1.3%
ROP vs AR
+101.6%
-100.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.1% |
| 7D | -2.7% | +6.4% | -9.1% | -3.2% |
| 30D | +29.7% | +3.1% | +26.6% | +29.2% |
| 3M | +21.2% | +3.3% | +17.9% | +20.7% |
| 6M | +48.3% | +6.6% | +41.7% | +47.0% |
| YTD | +8.4% | +12.3% | -3.9% | +6.7% |
| 1Y | +6.0% | +12.3% | -6.3% | +4.3% |
| 3Y | -5.6% | +50.4% | -56.1% | -10.6% |
| 5Y | +1.3% | +101.0% | -99.7% | -9.0% |
| All | +1.3% | +101.6% | -100.3% | -9.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling