-15.9%
ROP vs CHD
+19.3%
-35.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | +0.1% | -0.9% |
| 7D | -6.1% | -4.2% | -2.0% | -4.8% |
| 30D | -3.4% | -7.6% | +4.2% | -0.9% |
| 3M | +16.7% | -1.6% | +18.3% | +17.3% |
| 6M | +8.1% | -6.3% | +14.4% | +10.2% |
| YTD | -11.7% | +14.6% | -26.3% | -16.1% |
| 1Y | -24.2% | +1.6% | -25.8% | -25.0% |
| 3Y | -19.0% | +3.1% | -22.1% | -21.3% |
| 5Y | -15.9% | +21.1% | -36.9% | -25.9% |
| All | -15.9% | +19.3% | -35.2% | -25.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling