+183.6%
ROP vs ARWR
+921.6%
-738.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -15.3% | +14.3% | 0.0% |
| 7D | -1.6% | -17.3% | +15.7% | -0.4% |
| 30D | +29.5% | -21.5% | +51.1% | +31.6% |
| 3M | +17.5% | -43.8% | +61.4% | +22.1% |
| 6M | +38.1% | -32.3% | +70.3% | +40.8% |
| YTD | +7.0% | -25.8% | +32.8% | +8.0% |
| 1Y | +6.5% | +25.5% | -19.0% | +2.8% |
| 3Y | -5.5% | +84.1% | -89.6% | -14.9% |
| 5Y | -0.4% | -39.2% | +38.8% | -4.8% |
| 10Y | +183.6% | +1,072.4% | -888.8% | +115.1% |
| All | +183.6% | +921.6% | -738.0% | +115.1% |
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