+129.7%
ROP vs DRI
+348.7%
-219.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.2% |
| 7D | -8.0% | -4.8% | -3.2% | -6.9% |
| 30D | -2.7% | -5.2% | +2.5% | -1.6% |
| 3M | +16.6% | +2.7% | +13.9% | +15.6% |
| 6M | +10.4% | +3.6% | +6.8% | +8.9% |
| YTD | -12.1% | +15.4% | -27.5% | -15.8% |
| 1Y | -23.6% | +1.3% | -24.9% | -24.6% |
| 3Y | -19.3% | +53.1% | -72.4% | -28.9% |
| 5Y | -15.4% | +64.6% | -79.9% | -27.7% |
| All | +129.7% | +348.7% | -219.0% | +43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded DRI 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling