-11.8%
ROP vs DRI
+72.9%
-84.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.5% | -3.0% | -3.4% |
| 7D | -4.4% | +0.6% | -5.0% | -4.6% |
| 30D | +3.2% | +3.8% | -0.6% | +2.1% |
| 3M | +23.1% | +13.0% | +10.0% | +19.2% |
| 6M | +13.3% | +8.3% | +5.0% | +10.6% |
| YTD | -7.9% | +20.6% | -28.5% | -13.0% |
| 1Y | -22.1% | +6.5% | -28.5% | -24.0% |
| 3Y | -16.8% | +53.7% | -70.5% | -27.5% |
| All | -11.8% | +72.9% | -84.7% | -27.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling