-0.4%
ROP vs DD
+71.8%
-72.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.9% | -6.9% | -2.4% |
| 7D | -1.6% | +9.8% | -11.4% | -4.0% |
| 30D | +29.5% | +19.3% | +10.2% | +23.9% |
| 3M | +17.5% | +9.4% | +8.2% | +14.7% |
| 6M | +38.1% | +4.8% | +33.3% | +35.7% |
| YTD | +7.0% | +30.2% | -23.3% | -2.2% |
| 1Y | +6.5% | +32.2% | -25.7% | -3.2% |
| 3Y | -5.5% | +93.1% | -98.6% | -26.7% |
| 5Y | -0.4% | +68.0% | -68.4% | -21.3% |
| All | -0.4% | +71.8% | -72.2% | -21.3% |
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