+13.3%
ROP vs DD
-9.3%
+22.6%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.4% | -3.9% | -3.5% |
| 7D | -4.4% | -3.5% | -0.9% | -4.9% |
| 30D | +3.2% | -10.3% | +13.5% | +1.5% |
| 3M | +23.1% | -7.5% | +30.6% | +21.8% |
| 6M | +13.3% | -8.0% | +21.3% | +11.6% |
| All | +13.3% | -9.3% | +22.6% | +11.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling