+140.9%
ROP vs CAPR
-75.3%
+216.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.3% | -4.9% | -3.6% |
| 7D | -4.4% | -2.0% | -2.5% | -4.4% |
| 30D | +3.2% | +139.2% | -136.0% | +2.5% |
| 3M | +23.1% | -66.4% | +89.4% | +23.3% |
| 6M | +13.3% | -63.1% | +76.4% | +13.4% |
| YTD | -7.9% | -67.4% | +59.6% | -7.7% |
| 1Y | -22.1% | +58.2% | -80.3% | -24.1% |
| 3Y | -16.8% | +42.2% | -59.0% | -20.2% |
| 5Y | -13.5% | +87.3% | -100.8% | -17.9% |
| All | +140.9% | -75.3% | +216.2% | +125.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling