+29,140.1%
ROP vs DD
+1,344.0%
+27,796.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.2% |
| 7D | +0.2% | +2.2% | -2.0% | -0.8% |
| 30D | +30.3% | +20.7% | +9.6% | +21.3% |
| 3M | +17.8% | +11.3% | +6.5% | +12.6% |
| 6M | +38.9% | +6.0% | +32.9% | +34.4% |
| YTD | +7.6% | +31.7% | -24.1% | -5.1% |
| 1Y | +6.5% | +32.2% | -25.7% | -6.4% |
| 3Y | -6.3% | +92.7% | -99.0% | -30.7% |
| 5Y | +0.9% | +72.1% | -71.2% | -23.7% |
| 10Y | +180.7% | +99.7% | +81.1% | +86.8% |
| All | +29,140.1% | +1,344.0% | +27,796.1% | +8,668.0% |
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 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