+193.4%
ROP vs CP
+253.8%
-60.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.7% | -1.2% | -2.2% |
| 7D | +2.1% | +2.8% | -0.6% | +0.9% |
| 30D | +32.9% | +10.2% | +22.7% | +27.4% |
| 3M | +20.3% | +2.4% | +18.0% | +19.0% |
| 6M | +36.8% | +7.7% | +29.1% | +31.9% |
| YTD | +8.1% | +26.0% | -17.9% | -3.8% |
| 1Y | +8.3% | +34.6% | -26.4% | -6.7% |
| 3Y | -3.2% | +26.7% | -29.9% | -16.5% |
| 5Y | +1.7% | +24.9% | -23.2% | -13.7% |
| All | +193.4% | +253.8% | -60.4% | +46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 10y: compounded portfolio wealth divided by compounded CP 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…
10y analysis · Full analysis span regression · 6 months rolling