+8.8%
ROP vs DD
+30.9%
-22.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +0.6% |
| 7D | -2.9% | +3.2% | -6.2% | -2.7% |
| 30D | +30.1% | +20.3% | +9.8% | +31.7% |
| 3M | +19.9% | +8.2% | +11.7% | +20.5% |
| 6M | +46.0% | +3.4% | +42.6% | +46.7% |
| YTD | +8.4% | +30.6% | -22.3% | +6.6% |
| 1Y | +8.8% | +30.6% | -21.8% | +7.0% |
| All | +8.8% | +30.9% | -22.1% | +7.0% |
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