+184.4%
ROP vs DRI
+331.7%
-147.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | +0.1% | +0.4% |
| 7D | +0.7% | +1.1% | -0.3% | +0.4% |
| 30D | +28.8% | +9.7% | +19.1% | +26.0% |
| 3M | +21.1% | +3.2% | +17.9% | +20.0% |
| 6M | +52.5% | +20.6% | +32.0% | +45.4% |
| YTD | +8.9% | +28.3% | -19.4% | +1.6% |
| 1Y | +8.2% | +34.5% | -26.3% | -0.2% |
| 3Y | -5.2% | +66.5% | -71.7% | -18.0% |
| 5Y | +1.7% | +79.6% | -77.9% | -14.8% |
| All | +184.4% | +331.7% | -147.4% | +88.3% |
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