+20.3%
ROP vs COMP
-52.0%
+72.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +10.7% | -13.7% | -3.7% |
| 7D | +2.1% | +13.4% | -11.3% | +1.2% |
| 30D | +32.9% | +11.1% | +21.8% | +31.8% |
| 3M | +20.3% | -18.8% | +39.2% | +21.7% |
| 6M | +36.8% | +10.5% | +26.3% | +35.0% |
| YTD | +8.1% | -3.4% | +11.5% | +7.2% |
| 1Y | +8.3% | +19.7% | -11.4% | +5.6% |
| 3Y | -3.2% | +381.6% | -384.9% | -16.5% |
| 5Y | +1.7% | -17.6% | +19.3% | -8.8% |
| All | +20.3% | -52.0% | +72.3% | +7.6% |
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