+183.6%
ROP vs CAPR
-64.9%
+248.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +9.4% | -10.5% | -1.1% |
| 7D | -1.6% | +36.0% | -37.7% | -1.9% |
| 30D | +29.5% | +25.8% | +3.7% | +29.3% |
| 3M | +17.5% | +140.8% | -123.3% | +16.6% |
| 6M | +38.1% | -67.6% | +105.6% | +38.3% |
| YTD | +7.0% | -65.9% | +72.8% | +7.1% |
| 1Y | +6.5% | +66.1% | -59.6% | +3.7% |
| 3Y | -5.5% | +256.9% | -262.4% | -10.3% |
| 5Y | -0.4% | +172.1% | -172.5% | -5.8% |
| 10Y | +183.6% | -64.7% | +248.3% | +159.5% |
| All | +183.6% | -64.9% | +248.5% | +159.5% |
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