-22.1%
ROP vs DD
+41.5%
-63.5%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.4% | -3.9% | -3.5% |
| 7D | -4.4% | -3.5% | -0.9% | -4.6% |
| 30D | +3.2% | -10.3% | +13.5% | +2.7% |
| 3M | +23.1% | -7.5% | +30.6% | +22.7% |
| 6M | +13.3% | -8.0% | +21.3% | +13.0% |
| YTD | -7.9% | +10.5% | -18.3% | -9.5% |
| 1Y | -22.1% | +38.3% | -60.3% | -25.5% |
| All | -22.1% | +41.5% | -63.5% | -25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 1y: compounded portfolio wealth divided by compounded DD 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…
1y analysis · Full analysis span regression · 6 months rolling