-3.5%
ROP vs DRI
+66.4%
-69.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.0% | -1.9% | -2.7% |
| 7D | +2.1% | +2.8% | -0.7% | +1.5% |
| 30D | +32.9% | +13.3% | +19.7% | +29.5% |
| 3M | +20.0% | +8.2% | +11.8% | +17.8% |
| 6M | +36.4% | +17.5% | +18.9% | +31.5% |
| YTD | +7.8% | +26.9% | -19.1% | +1.4% |
| 1Y | +8.0% | +31.6% | -23.6% | +0.5% |
| 3Y | -3.5% | +67.0% | -70.4% | -15.9% |
| All | -3.5% | +66.4% | -69.9% | -15.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling