-0.4%
ROP vs COMP
-13.7%
+13.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.7% | -6.7% | -1.4% |
| 7D | -1.6% | +14.5% | -16.2% | -2.7% |
| 30D | +29.5% | +14.9% | +14.6% | +28.0% |
| 3M | +17.5% | -14.2% | +31.8% | +18.5% |
| 6M | +38.1% | +23.7% | +14.3% | +35.1% |
| YTD | +7.0% | +2.1% | +4.9% | +5.6% |
| 1Y | +6.5% | +26.2% | -19.7% | +3.4% |
| 3Y | -5.5% | +470.9% | -476.4% | -20.4% |
| 5Y | -0.4% | -14.0% | +13.6% | -6.2% |
| All | -0.4% | -13.7% | +13.3% | -6.2% |
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