+238.2%
ROP vs AR
-27.2%
+265.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.7% | -2.9% | -3.5% |
| 7D | -4.4% | +2.5% | -6.9% | -4.6% |
| 30D | +3.2% | +14.8% | -11.6% | +2.1% |
| 3M | +23.1% | +6.2% | +16.8% | +22.3% |
| 6M | +13.3% | +4.3% | +9.0% | +12.7% |
| YTD | -7.9% | +14.4% | -22.2% | -9.1% |
| 1Y | -22.1% | +21.3% | -43.4% | -23.6% |
| 3Y | -16.8% | +39.8% | -56.6% | -20.3% |
| 5Y | -13.5% | +142.1% | -155.6% | -22.1% |
| 10Y | +137.7% | +52.0% | +85.6% | +110.8% |
| All | +238.2% | -27.2% | +265.4% | +229.3% |
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