+10.6%
ROP vs DD
+49.3%
-38.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.8% | +5.7% | +3.8% |
| 7D | +11.7% | +8.7% | +3.0% | +12.3% |
| 30D | +35.5% | +15.3% | +20.1% | +36.7% |
| 3M | +25.6% | +5.9% | +19.7% | +26.0% |
| 6M | +39.3% | +11.6% | +27.7% | +39.6% |
| YTD | +11.6% | +26.5% | -14.9% | +10.3% |
| 1Y | +10.6% | +35.4% | -24.8% | +8.3% |
| All | +10.6% | +49.3% | -38.7% | +8.3% |
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