+10,491.7%
ROP vs DAR
+1,400.9%
+9,090.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.7% | -5.7% | -1.4% |
| 7D | -1.6% | -2.8% | +1.1% | -1.5% |
| 30D | +29.5% | -12.8% | +42.4% | +30.7% |
| 3M | +17.5% | -11.6% | +29.1% | +18.4% |
| 6M | +38.1% | -16.8% | +54.8% | +39.5% |
| YTD | +7.0% | +45.9% | -38.9% | +3.5% |
| 1Y | +6.5% | +61.5% | -55.0% | +2.3% |
| 3Y | -5.5% | +23.0% | -28.4% | -8.5% |
| 5Y | -0.4% | -35.8% | +35.5% | +0.1% |
| 10Y | +183.6% | +280.4% | -96.8% | +148.7% |
| All | +10,491.7% | +1,400.9% | +9,090.9% | +8,116.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling