+10,576.3%
ROP vs DAR
+1,334.0%
+9,242.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.0% | -1.9% | -2.9% |
| 7D | +2.1% | -9.9% | +12.1% | +2.9% |
| 30D | +32.9% | -16.4% | +49.3% | +34.5% |
| 3M | +20.0% | -17.1% | +37.1% | +21.4% |
| 6M | +36.4% | -20.5% | +56.9% | +38.3% |
| YTD | +7.8% | +39.4% | -31.6% | +4.7% |
| 1Y | +8.0% | +57.2% | -49.2% | +3.9% |
| 3Y | -3.5% | +13.9% | -17.4% | -6.1% |
| 5Y | +1.5% | -40.8% | +42.3% | +2.6% |
| 10Y | +198.5% | +276.2% | -77.8% | +162.1% |
| All | +10,576.3% | +1,334.0% | +9,242.3% | +8,209.9% |
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