-20.0%
ROP vs AU
+604.2%
-624.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -2.0% | -1.3% |
| 7D | -6.1% | +0.6% | -6.8% | -6.1% |
| 30D | -3.4% | +12.3% | -15.7% | -3.4% |
| 3M | +16.7% | +29.4% | -12.7% | +16.8% |
| 6M | +8.1% | +3.2% | +4.8% | +8.4% |
| YTD | -11.7% | +31.8% | -43.5% | -12.5% |
| 1Y | -24.2% | +83.4% | -107.6% | -26.2% |
| All | -20.0% | +604.2% | -624.2% | -27.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling