+183.1%
ROP vs DAR
+307.1%
-123.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.1% | -0.3% |
| 7D | -2.7% | +9.2% | -11.9% | -4.1% |
| 30D | +29.7% | -12.3% | +42.0% | +32.3% |
| 3M | +21.2% | -12.7% | +33.9% | +23.4% |
| 6M | +48.3% | -12.8% | +61.0% | +50.5% |
| YTD | +8.4% | +53.8% | -45.4% | -1.4% |
| 1Y | +6.0% | +60.3% | -54.3% | -4.4% |
| 3Y | -5.6% | +31.7% | -37.4% | -14.7% |
| 5Y | +1.3% | -27.7% | +29.0% | +1.5% |
| All | +183.1% | +307.1% | -123.9% | +59.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling