-15.3%
ROP vs DD
+61.7%
-77.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.2% | -2.7% | -2.8% |
| 7D | -5.4% | -0.6% | -4.8% | -5.3% |
| 30D | -1.6% | -7.4% | +5.8% | +0.1% |
| 3M | +18.8% | -6.4% | +25.3% | +20.4% |
| 6M | +8.2% | -2.5% | +10.7% | +7.7% |
| YTD | -10.5% | +10.2% | -20.7% | -14.5% |
| 1Y | -23.7% | +36.9% | -60.7% | -32.1% |
| 3Y | -17.9% | +47.0% | -64.9% | -30.3% |
| 5Y | -15.3% | +63.1% | -78.5% | -32.0% |
| All | -15.3% | +61.7% | -77.1% | -32.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling