+3.0%
ROP vs AVAV
+35.3%
-32.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.6% |
| 7D | -2.9% | +9.9% | -12.8% | -3.6% |
| 30D | +30.1% | -5.4% | +35.5% | +30.2% |
| 3M | +19.9% | -36.5% | +56.4% | +23.0% |
| 6M | +46.0% | -25.3% | +71.3% | +47.3% |
| YTD | +8.4% | -48.6% | +56.9% | +11.0% |
| 1Y | +8.8% | -62.1% | +70.9% | +14.1% |
| 3Y | -5.6% | +2.3% | -8.0% | -12.5% |
| 5Y | +3.0% | +35.4% | -32.4% | -11.1% |
| All | +3.0% | +35.3% | -32.3% | -11.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling