+24,936.4%
ROP vs DD
+1,111.2%
+23,825.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.4% | -3.9% | -3.7% |
| 7D | -4.4% | -3.5% | -0.9% | -3.2% |
| 30D | +3.2% | -10.3% | +13.5% | +7.3% |
| 3M | +23.1% | -7.5% | +30.6% | +26.0% |
| 6M | +13.3% | -8.0% | +21.3% | +15.1% |
| YTD | -7.9% | +10.5% | -18.3% | -13.0% |
| 1Y | -22.1% | +38.3% | -60.3% | -32.8% |
| 3Y | -16.8% | +42.5% | -59.3% | -31.1% |
| 5Y | -13.5% | +60.2% | -73.7% | -32.9% |
| 10Y | +137.7% | +68.9% | +68.8% | +68.9% |
| All | +24,936.4% | +1,111.2% | +23,825.2% | +7,942.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling