+30,157.9%
ROP vs DOC
+1,591.9%
+28,566.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +3.1% | +0.8% | +2.9% |
| 7D | +11.7% | +8.7% | +3.0% | +8.7% |
| 30D | +35.5% | +7.6% | +27.8% | +32.3% |
| 3M | +25.3% | -5.3% | +30.6% | +27.5% |
| 6M | +38.9% | +27.6% | +11.3% | +26.8% |
| YTD | +11.4% | +32.4% | -21.0% | +0.1% |
| 1Y | +10.3% | +22.9% | -12.5% | +1.6% |
| 3Y | -0.2% | +43.1% | -43.3% | -14.5% |
| 5Y | +4.1% | -21.4% | +25.5% | +8.0% |
| 10Y | +208.2% | +16.8% | +191.4% | +162.5% |
| All | +30,157.9% | +1,591.9% | +28,566.0% | +15,112.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling