+135.7%
ROP vs DD
+64.9%
+70.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.6% | +1.2% | -0.5% |
| 7D | -6.1% | -3.8% | -2.3% | -4.9% |
| 30D | -3.4% | -9.2% | +5.9% | -0.2% |
| 3M | +16.7% | -9.0% | +25.7% | +19.9% |
| 6M | +8.1% | -5.0% | +13.0% | +8.4% |
| YTD | -11.7% | +7.4% | -19.1% | -15.7% |
| 1Y | -24.2% | +35.1% | -59.3% | -34.0% |
| 3Y | -19.0% | +43.2% | -62.2% | -33.0% |
| 5Y | -15.9% | +59.6% | -75.5% | -35.1% |
| 10Y | +135.7% | +66.5% | +69.2% | +60.8% |
| All | +135.7% | +64.9% | +70.7% | +60.8% |
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