+183.6%
ROP vs DAR
+288.2%
-104.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.7% | -5.7% | -1.8% |
| 7D | -1.6% | -2.8% | +1.1% | -1.2% |
| 30D | +29.5% | -12.8% | +42.4% | +32.2% |
| 3M | +17.5% | -11.6% | +29.1% | +19.4% |
| 6M | +38.1% | -16.8% | +54.8% | +41.3% |
| YTD | +7.0% | +45.9% | -38.9% | -1.8% |
| 1Y | +6.5% | +61.5% | -55.0% | -4.2% |
| 3Y | -5.5% | +23.0% | -28.4% | -13.5% |
| 5Y | -0.4% | -35.8% | +35.5% | +2.5% |
| 10Y | +183.6% | +280.4% | -96.8% | +61.2% |
| All | +183.6% | +288.2% | -104.7% | +61.2% |
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