+135.7%
ROP vs ARWR
+978.7%
-843.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.9% | +1.6% | -1.1% |
| 7D | -6.1% | -3.2% | -2.9% | -5.9% |
| 30D | -3.4% | -6.5% | +3.1% | -2.9% |
| 3M | +16.7% | +12.7% | +4.0% | +15.3% |
| 6M | +8.1% | +36.2% | -28.1% | +5.0% |
| YTD | -11.7% | +24.5% | -36.1% | -13.8% |
| 1Y | -24.2% | +198.0% | -222.2% | -31.1% |
| 3Y | -19.0% | +176.4% | -195.3% | -28.6% |
| 5Y | -15.9% | +26.6% | -42.4% | -23.5% |
| 10Y | +135.7% | +1,054.1% | -918.4% | +77.5% |
| All | +135.7% | +978.7% | -843.0% | +77.5% |
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