+297.6%
ROP vs AR
-29.4%
+327.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.9% | +0.6% |
| 7D | -2.9% | +2.1% | -5.0% | -3.1% |
| 30D | +30.1% | +4.5% | +25.5% | +29.5% |
| 3M | +19.9% | +1.0% | +18.9% | +19.6% |
| 6M | +46.0% | +4.4% | +41.6% | +45.2% |
| YTD | +8.4% | +10.9% | -2.5% | +7.0% |
| 1Y | +8.8% | +8.6% | +0.3% | +7.6% |
| 3Y | -5.6% | +48.5% | -54.1% | -10.0% |
| 5Y | +3.0% | +95.7% | -92.7% | -5.6% |
| 10Y | +184.0% | +55.5% | +128.6% | +150.8% |
| All | +297.6% | -29.4% | +327.1% | +287.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling