+10.6%
ROP vs CAPR
+47.4%
-36.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +8.3% | -4.3% | +3.9% |
| 7D | +11.7% | +43.2% | -31.5% | +11.7% |
| 30D | +35.5% | +14.7% | +20.8% | +35.4% |
| 3M | +25.6% | +113.9% | -88.3% | +25.5% |
| 6M | +39.3% | -73.4% | +112.6% | +39.3% |
| YTD | +11.6% | -69.1% | +80.7% | +11.6% |
| 1Y | +10.6% | +47.2% | -36.6% | +10.1% |
| All | +10.6% | +47.4% | -36.8% | +10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 1y: compounded portfolio wealth divided by compounded CAPR 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…
1y analysis · Full analysis span regression · 6 months rolling