+184.4%
ROP vs DD
+97.1%
+87.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.6% |
| 7D | +0.7% | +5.0% | -4.2% | -1.0% |
| 30D | +28.8% | +19.7% | +9.1% | +20.9% |
| 3M | +21.1% | +7.2% | +13.9% | +17.7% |
| 6M | +52.5% | +1.0% | +51.5% | +50.6% |
| YTD | +8.9% | +29.1% | -20.2% | -2.7% |
| 1Y | +8.2% | +28.5% | -20.2% | -3.2% |
| 3Y | -5.2% | +89.4% | -94.6% | -29.2% |
| 5Y | +1.7% | +67.1% | -65.4% | -21.9% |
| All | +184.4% | +97.1% | +87.2% | +87.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling