-15.8%
ROP vs DOC
+20.8%
-36.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.8% | -1.8% | -3.3% |
| 7D | -4.4% | -1.5% | -3.0% | -4.2% |
| 30D | +3.2% | -4.8% | +8.0% | +4.0% |
| 3M | +23.1% | +6.9% | +16.2% | +21.9% |
| 6M | +13.3% | +20.7% | -7.4% | +10.0% |
| YTD | -7.9% | +34.1% | -42.0% | -12.4% |
| 1Y | -22.1% | +22.6% | -44.7% | -24.8% |
| All | -15.8% | +20.8% | -36.5% | -18.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling