+20.7%
ROP vs COMP
-52.8%
+73.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.2% | +0.2% |
| 7D | -2.7% | +8.9% | -11.6% | -3.3% |
| 30D | +29.7% | +14.0% | +15.8% | +28.3% |
| 3M | +21.2% | -21.1% | +42.3% | +22.8% |
| 6M | +48.3% | +20.1% | +28.2% | +45.6% |
| YTD | +8.4% | -5.0% | +13.4% | +7.5% |
| 1Y | +6.0% | +5.7% | +0.3% | +4.3% |
| 3Y | -5.6% | +412.2% | -417.9% | -19.0% |
| 5Y | +1.3% | -12.1% | +13.4% | -9.2% |
| All | +20.7% | -52.8% | +73.4% | +7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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