-17.9%
ROP vs CHD
+4.0%
-21.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.0% | -0.8% | -2.4% |
| 7D | -5.4% | -2.9% | -2.5% | -4.8% |
| 30D | -1.6% | -6.2% | +4.6% | -0.3% |
| 3M | +18.8% | +1.6% | +17.3% | +18.6% |
| 6M | +8.2% | -3.5% | +11.7% | +9.0% |
| YTD | -10.5% | +16.2% | -26.7% | -13.6% |
| 1Y | -23.7% | +3.4% | -27.1% | -24.4% |
| 3Y | -17.9% | +4.6% | -22.5% | -17.8% |
| All | -17.9% | +4.0% | -21.8% | -17.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling