+4,455.2%
ROP vs AU
+783.5%
+3,671.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.1% | -1.7% | -2.8% |
| 7D | -5.4% | -0.3% | -5.1% | -5.4% |
| 30D | -1.6% | +12.8% | -14.4% | -2.7% |
| 3M | +18.8% | +28.5% | -9.6% | +16.0% |
| 6M | +8.2% | +4.8% | +3.4% | +6.8% |
| YTD | -10.5% | +31.0% | -41.4% | -13.7% |
| 1Y | -23.7% | +81.4% | -105.2% | -28.9% |
| 3Y | -17.9% | +618.4% | -636.3% | -33.6% |
| 5Y | -15.3% | +686.3% | -701.7% | -33.3% |
| 10Y | +133.4% | +664.5% | -531.1% | +73.4% |
| All | +4,455.2% | +783.5% | +3,671.7% | +2,976.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling