+2.2%
ROP vs CAPR
+172.3%
-170.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.9% | +7.4% | +0.5% |
| 7D | +0.7% | +5.9% | -5.2% | +0.7% |
| 30D | +28.8% | +44.6% | -15.8% | +28.6% |
| 3M | +21.1% | +126.4% | -105.3% | +20.6% |
| 6M | +52.5% | -68.6% | +121.1% | +52.6% |
| YTD | +8.9% | -67.0% | +75.8% | +8.9% |
| 1Y | +8.2% | +65.2% | -56.9% | +6.6% |
| 3Y | -5.2% | +235.6% | -240.7% | -12.1% |
| All | +2.2% | +172.3% | -170.1% | -6.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling