-10.9%
ROP vs AS
+134.9%
-145.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.5% | -3.4% | -3.0% |
| 7D | +2.1% | +6.9% | -4.8% | +1.5% |
| 30D | +32.9% | +16.0% | +16.9% | +31.1% |
| 3M | +20.3% | -12.8% | +33.2% | +21.7% |
| 6M | +36.8% | -15.4% | +52.1% | +38.5% |
| YTD | +8.1% | -15.7% | +23.8% | +9.4% |
| 1Y | +8.3% | +6.1% | +2.2% | +7.1% |
| All | -10.9% | +134.9% | -145.8% | -18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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