+8.0%
ROP vs COMP
+16.2%
-8.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +10.7% | -13.7% | -3.6% |
| 7D | +2.1% | +13.4% | -11.3% | +1.3% |
| 30D | +32.9% | +11.1% | +21.8% | +31.9% |
| 3M | +20.0% | -18.8% | +38.9% | +20.8% |
| 6M | +36.4% | +10.5% | +25.9% | +35.2% |
| YTD | +7.8% | -3.4% | +11.2% | +13.8% |
| 1Y | +8.0% | +19.7% | -11.7% | +15.3% |
| All | +8.0% | +16.2% | -8.2% | +15.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling