-11.8%
ROP vs COMP
-31.2%
+19.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.5% | -4.1% | -3.6% |
| 7D | -4.4% | +1.4% | -5.8% | -4.5% |
| 30D | +3.2% | -13.3% | +16.6% | +4.2% |
| 3M | +23.1% | +41.1% | -18.1% | +19.8% |
| 6M | +13.3% | +17.2% | -3.9% | +11.1% |
| YTD | -7.9% | +5.2% | -13.1% | -9.0% |
| 1Y | -22.1% | +18.9% | -41.0% | -24.0% |
| 3Y | -16.8% | +215.9% | -232.7% | -26.5% |
| All | -11.8% | -31.2% | +19.4% | -21.0% |
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