+7,237.7%
ROP vs DRI
+7,978.2%
-740.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.0% | -1.9% | -2.7% |
| 7D | +2.1% | +2.8% | -0.7% | +1.4% |
| 30D | +32.9% | +13.3% | +19.7% | +28.6% |
| 3M | +20.0% | +8.2% | +11.8% | +17.4% |
| 6M | +36.4% | +17.5% | +18.9% | +30.3% |
| YTD | +7.8% | +26.9% | -19.1% | +0.3% |
| 1Y | +8.0% | +31.6% | -23.6% | -0.6% |
| 3Y | -3.5% | +67.0% | -70.4% | -17.8% |
| 5Y | +1.5% | +72.9% | -71.4% | -15.6% |
| 10Y | +198.5% | +371.3% | -172.9% | +70.6% |
| All | +7,237.7% | +7,978.2% | -740.5% | +2,058.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling