+184.4%
ROP vs CHD
+196.1%
-11.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | -0.1% |
| 7D | +0.7% | +3.6% | -2.9% | -0.6% |
| 30D | +28.8% | +10.4% | +18.4% | +24.4% |
| 3M | +21.1% | +12.2% | +8.9% | +16.2% |
| 6M | +52.5% | +19.9% | +32.6% | +42.9% |
| YTD | +8.9% | +36.4% | -27.5% | -3.2% |
| 1Y | +8.2% | +35.1% | -26.9% | -3.5% |
| 3Y | -5.2% | +29.2% | -34.3% | -15.2% |
| 5Y | +1.7% | +33.4% | -31.7% | -11.6% |
| All | +184.4% | +196.1% | -11.7% | +111.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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