+1.3%
ROP vs CP
+27.5%
-26.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.8% | -0.3% |
| 7D | -2.7% | +0.9% | -3.6% | -3.0% |
| 30D | +29.7% | +10.3% | +19.4% | +25.8% |
| 3M | +21.2% | +2.3% | +18.9% | +20.2% |
| 6M | +48.3% | +10.7% | +37.5% | +43.3% |
| YTD | +8.4% | +29.3% | -20.9% | -1.0% |
| 1Y | +6.0% | +31.5% | -25.5% | -3.8% |
| 3Y | -5.6% | +36.7% | -42.3% | -17.4% |
| 5Y | +1.3% | +26.8% | -25.5% | -10.4% |
| All | +1.3% | +27.5% | -26.2% | -10.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling