+911.3%
ROP vs AVAV
+351.0%
+560.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +10.5% | -13.4% | -4.5% |
| 7D | +2.1% | -10.6% | +12.7% | +3.6% |
| 30D | +32.9% | -18.8% | +51.7% | +36.6% |
| 3M | +20.0% | -34.1% | +54.1% | +26.9% |
| 6M | +36.4% | -35.3% | +71.7% | +42.3% |
| YTD | +7.8% | -53.4% | +61.2% | +15.9% |
| 1Y | +8.0% | -65.6% | +73.6% | +21.7% |
| 3Y | -3.5% | -5.1% | +1.6% | -14.7% |
| 5Y | +1.5% | +18.5% | -17.1% | -18.6% |
| 10Y | +198.5% | +369.8% | -171.4% | +58.0% |
| All | +911.3% | +351.0% | +560.3% | +350.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling