+183.6%
ROP vs DRI
+370.8%
-187.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.6% | -1.4% |
| 7D | -1.6% | +3.1% | -4.8% | -2.4% |
| 30D | +29.5% | +16.2% | +13.3% | +24.9% |
| 3M | +17.5% | +8.4% | +9.2% | +15.1% |
| 6M | +38.1% | +19.0% | +19.1% | +32.0% |
| YTD | +7.0% | +28.8% | -21.8% | -0.2% |
| 1Y | +6.5% | +33.1% | -26.6% | -1.5% |
| 3Y | -5.5% | +70.8% | -76.3% | -18.8% |
| 5Y | -0.4% | +74.2% | -74.6% | -15.9% |
| 10Y | +183.6% | +345.5% | -161.9% | +85.0% |
| All | +183.6% | +370.8% | -187.2% | +85.0% |
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