+129.7%
ROP vs DTE
+141.0%
-11.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | +0.1% |
| 7D | -8.0% | -2.0% | -6.0% | -7.2% |
| 30D | -2.7% | -2.4% | -0.3% | -1.8% |
| 3M | +16.6% | -7.3% | +23.9% | +20.1% |
| 6M | +10.4% | -7.6% | +18.0% | +13.4% |
| YTD | -12.1% | +5.8% | -17.9% | -15.3% |
| 1Y | -23.6% | +2.3% | -26.0% | -25.3% |
| 3Y | -19.3% | +45.0% | -64.3% | -33.8% |
| 5Y | -15.4% | +33.2% | -48.6% | -28.3% |
| All | +129.7% | +141.0% | -11.2% | +53.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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