+130.8%
ROP vs DRI
+352.8%
-222.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -0.9% |
| 7D | -6.1% | -4.8% | -1.3% | -5.0% |
| 30D | -3.4% | -3.9% | +0.6% | -2.5% |
| 3M | +16.7% | +5.1% | +11.6% | +15.1% |
| 6M | +8.1% | +5.5% | +2.6% | +6.2% |
| YTD | -11.7% | +16.5% | -28.2% | -15.6% |
| 1Y | -24.2% | +2.0% | -26.2% | -25.3% |
| 3Y | -19.0% | +54.5% | -73.5% | -28.7% |
| 5Y | -15.9% | +66.6% | -82.4% | -28.4% |
| All | +130.8% | +352.8% | -222.0% | +44.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling