+193.4%
ROP vs AVAV
+361.4%
-168.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +10.5% | -13.4% | -4.0% |
| 7D | +2.1% | -10.6% | +12.7% | +3.1% |
| 30D | +32.9% | -18.8% | +51.7% | +35.4% |
| 3M | +20.3% | -34.1% | +54.4% | +25.1% |
| 6M | +36.8% | -35.3% | +72.1% | +40.9% |
| YTD | +8.1% | -53.4% | +61.5% | +13.8% |
| 1Y | +8.3% | -65.6% | +73.9% | +18.1% |
| 3Y | -3.2% | -5.1% | +1.8% | -12.3% |
| 5Y | +1.7% | +18.5% | -16.8% | -14.4% |
| All | +193.4% | +361.4% | -168.0% | +94.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 AVAV 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