+36.4%
ROP vs CAPR
-72.8%
+109.3%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +4.7% | -7.6% | -2.9% |
| 7D | +2.1% | +41.1% | -38.9% | +2.2% |
| 30D | +32.9% | +11.1% | +21.8% | +32.7% |
| 3M | +20.0% | +115.3% | -95.3% | +20.3% |
| 6M | +36.4% | -73.8% | +110.2% | +25.2% |
| All | +36.4% | -72.8% | +109.3% | +25.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling