-24.2%
ROP vs AU
+72.0%
-96.2%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | 0.0% |
| 7D | -4.6% | -4.3% | -0.3% | -4.8% |
| 30D | -1.7% | +7.3% | -9.0% | -1.2% |
| 3M | +17.1% | +26.3% | -9.3% | +19.6% |
| 6M | +10.9% | +1.8% | +9.1% | +12.2% |
| YTD | -12.1% | +26.8% | -38.9% | -10.9% |
| 1Y | -24.2% | +66.7% | -90.9% | -23.7% |
| All | -24.2% | +72.0% | -96.2% | -23.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling