+295.7%
ROP vs AR
-33.4%
+329.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.8% | -2.1% | -2.9% |
| 7D | +2.1% | -14.3% | +16.4% | +3.3% |
| 30D | +32.9% | +1.4% | +31.5% | +32.7% |
| 3M | +20.0% | +3.4% | +16.6% | +19.6% |
| 6M | +36.4% | -2.1% | +38.5% | +36.3% |
| YTD | +7.8% | +4.7% | +3.1% | +7.0% |
| 1Y | +8.0% | +10.6% | -2.6% | +6.6% |
| 3Y | -3.5% | +24.6% | -28.1% | -6.7% |
| 5Y | +1.5% | +71.9% | -70.4% | -6.1% |
| 10Y | +198.5% | +46.4% | +152.1% | +164.8% |
| All | +295.7% | -33.4% | +329.1% | +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