-23.3%
ROP vs CHD
+2.2%
-25.5%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | +0.1% | -1.0% |
| 7D | -6.1% | -4.2% | -2.0% | -5.3% |
| 30D | -3.4% | -7.6% | +4.2% | -1.8% |
| 3M | +16.7% | -1.6% | +18.3% | +17.2% |
| 6M | +8.1% | -6.3% | +14.4% | +9.5% |
| YTD | -11.7% | +14.6% | -26.3% | -13.8% |
| All | -23.3% | +2.2% | -25.5% | -23.5% |
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