-22.1%
ROP vs DAR
+104.4%
-126.4%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.9% | -2.7% | -3.7% |
| 7D | -4.4% | +1.4% | -5.8% | -4.3% |
| 30D | +3.2% | +12.8% | -9.6% | +4.7% |
| 3M | +23.1% | +7.4% | +15.7% | +23.8% |
| 6M | +13.3% | +22.3% | -9.0% | +16.2% |
| YTD | -7.9% | +81.1% | -88.9% | -0.5% |
| 1Y | -22.1% | +106.5% | -128.5% | -13.6% |
| All | -22.1% | +104.4% | -126.4% | -13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 1y: compounded portfolio wealth divided by compounded DAR 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…
1y analysis · Full analysis span regression · 6 months rolling