-23.6%
ROP vs DD
+35.1%
-58.7%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.5% |
| 7D | -8.0% | -2.9% | -5.1% | -8.1% |
| 30D | -2.7% | -11.5% | +8.8% | -3.3% |
| 3M | +16.6% | -5.4% | +22.0% | +16.2% |
| 6M | +10.4% | -6.9% | +17.3% | +9.6% |
| YTD | -12.1% | +6.9% | -19.0% | -13.8% |
| 1Y | -23.6% | +35.6% | -59.3% | -26.8% |
| All | -23.6% | +35.1% | -58.7% | -26.8% |
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 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