-3.2%
ROP vs COO
-25.3%
+22.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.8% | -1.1% | -2.5% |
| 7D | +2.1% | +4.7% | -2.6% | +1.0% |
| 30D | +32.9% | +13.9% | +19.0% | +29.0% |
| 3M | +20.3% | -14.9% | +35.3% | +24.4% |
| 6M | +36.8% | +2.0% | +34.7% | +35.8% |
| YTD | +8.1% | -23.9% | +32.0% | +14.4% |
| 1Y | +8.3% | -9.6% | +17.9% | +10.4% |
| 3Y | -3.2% | -25.4% | +22.2% | +0.7% |
| All | -3.2% | -25.3% | +22.1% | +0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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