+4.5%
ROP vs COMP
-28.0%
+32.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -8.2% | +7.9% | +0.3% |
| 7D | +9.2% | -1.8% | +11.0% | +9.3% |
| 30D | +35.5% | -0.8% | +36.3% | +35.5% |
| 3M | +24.4% | -28.1% | +52.6% | +27.1% |
| 6M | +38.0% | +27.0% | +11.0% | +34.6% |
| YTD | +11.1% | -12.8% | +23.9% | +10.9% |
| 1Y | +10.9% | +4.9% | +6.0% | +9.2% |
| 3Y | -0.5% | +321.0% | -321.5% | -14.2% |
| 5Y | +4.5% | -25.6% | +30.1% | +0.1% |
| All | +4.5% | -28.0% | +32.5% | +0.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling