+184.4%
ROP vs ARWR
+1,024.2%
-839.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | +0.3% |
| 7D | +0.7% | -17.8% | +18.6% | +2.0% |
| 30D | +28.8% | -18.1% | +46.9% | +30.4% |
| 3M | +21.1% | -44.2% | +65.2% | +25.7% |
| 6M | +52.5% | -38.6% | +91.2% | +56.7% |
| YTD | +8.9% | -28.0% | +36.9% | +10.1% |
| 1Y | +8.2% | +16.1% | -7.9% | +5.0% |
| 3Y | -5.2% | +84.0% | -89.1% | -14.6% |
| 5Y | +1.7% | -35.4% | +37.1% | -3.3% |
| All | +184.4% | +1,024.2% | -839.9% | +116.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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