+10.9%
ROP vs DOC
+21.7%
-10.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | 0.0% | -0.2% |
| 7D | +9.2% | +6.2% | +3.0% | +8.3% |
| 30D | +35.5% | +6.5% | +29.1% | +34.2% |
| 3M | +24.4% | -6.2% | +30.7% | +24.4% |
| 6M | +38.0% | +25.6% | +12.4% | +36.2% |
| YTD | +11.1% | +32.1% | -21.0% | +9.1% |
| 1Y | +10.9% | +20.3% | -9.4% | +9.2% |
| All | +10.9% | +21.7% | -10.8% | +9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 1y: compounded portfolio wealth divided by compounded DOC 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…
1y analysis · Full analysis span regression · 6 months rolling