+183.6%
ROP vs CP
+261.0%
-77.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.0% | -3.1% | -2.0% |
| 7D | -1.6% | +2.8% | -4.4% | -2.8% |
| 30D | +29.5% | +11.3% | +18.2% | +23.6% |
| 3M | +17.5% | +2.9% | +14.7% | +16.0% |
| 6M | +38.1% | +9.8% | +28.3% | +32.1% |
| YTD | +7.0% | +28.5% | -21.6% | -5.7% |
| 1Y | +6.5% | +33.5% | -27.0% | -7.8% |
| 3Y | -5.5% | +31.9% | -37.4% | -20.0% |
| 5Y | -0.4% | +25.5% | -25.9% | -15.6% |
| 10Y | +183.6% | +257.6% | -74.0% | +40.0% |
| All | +183.6% | +261.0% | -77.4% | +40.0% |
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