+8.2%
ROP vs CHD
+33.5%
-25.3%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | 0.0% |
| 7D | +0.7% | +3.6% | -2.9% | -0.5% |
| 30D | +28.8% | +10.4% | +18.4% | +25.0% |
| 3M | +21.1% | +12.2% | +8.9% | +17.0% |
| 6M | +52.5% | +19.9% | +32.6% | +46.1% |
| YTD | +8.9% | +36.4% | -27.5% | +1.9% |
| 1Y | +8.2% | +35.1% | -26.9% | +1.5% |
| All | +8.2% | +33.5% | -25.3% | +1.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling