-11.8%
ROP vs ARWR
+28.5%
-40.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.2% | -3.4% | -3.6% |
| 7D | -4.4% | +1.7% | -6.1% | -4.5% |
| 30D | +3.2% | -0.7% | +3.9% | +3.2% |
| 3M | +23.1% | +14.9% | +8.2% | +21.7% |
| 6M | +13.3% | +32.6% | -19.3% | +10.6% |
| YTD | -7.9% | +30.0% | -37.9% | -10.1% |
| 1Y | -22.1% | +208.4% | -230.4% | -29.1% |
| 3Y | -16.8% | +208.8% | -225.6% | -27.7% |
| All | -11.8% | +28.5% | -40.3% | -21.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling