+129.7%
ROP vs AU
+699.0%
-569.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | 0.0% |
| 7D | -4.6% | -4.3% | -0.3% | -4.5% |
| 30D | -1.7% | +7.3% | -9.0% | -1.9% |
| 3M | +17.1% | +26.3% | -9.3% | +16.3% |
| 6M | +10.9% | +1.8% | +9.1% | +10.6% |
| YTD | -12.1% | +26.8% | -38.9% | -13.1% |
| 1Y | -24.2% | +66.7% | -90.9% | -26.0% |
| 3Y | -20.4% | +579.1% | -599.4% | -26.9% |
| 5Y | -15.4% | +689.3% | -704.7% | -23.0% |
| All | +129.7% | +699.0% | -569.3% | +119.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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