+133.4%
ROP vs DAR
+367.0%
-233.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.9% | -5.8% | -3.4% |
| 7D | -5.4% | -0.9% | -4.5% | -5.3% |
| 30D | -1.6% | +13.0% | -14.6% | -3.9% |
| 3M | +18.8% | +15.0% | +3.9% | +15.3% |
| 6M | +8.2% | +26.8% | -18.6% | +2.9% |
| YTD | -10.5% | +86.4% | -96.9% | -21.0% |
| 1Y | -23.7% | +115.1% | -138.8% | -35.0% |
| 3Y | -17.9% | +14.6% | -32.5% | -22.5% |
| 5Y | -15.3% | -8.8% | -6.6% | -18.8% |
| 10Y | +133.4% | +356.5% | -223.1% | +29.6% |
| All | +133.4% | +367.0% | -233.6% | +29.6% |
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 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