-5.5%
ROP vs COMP
+431.5%
-437.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.7% | -6.7% | -1.4% |
| 7D | -1.6% | +14.5% | -16.2% | -2.6% |
| 30D | +29.5% | +14.9% | +14.6% | +28.2% |
| 3M | +17.5% | -14.2% | +31.8% | +18.3% |
| 6M | +38.1% | +23.7% | +14.3% | +35.6% |
| YTD | +7.0% | +2.1% | +4.9% | +6.2% |
| 1Y | +6.5% | +26.2% | -19.7% | +4.2% |
| 3Y | -5.5% | +470.9% | -476.4% | -13.3% |
| All | -5.5% | +431.5% | -437.0% | -13.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling