+29,479.7%
ROP vs DTE
+2,458.0%
+27,021.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | +0.1% | +0.3% |
| 7D | +0.7% | +3.4% | -2.7% | -0.8% |
| 30D | +28.8% | +8.9% | +19.9% | +24.2% |
| 3M | +21.1% | +1.1% | +20.0% | +20.4% |
| 6M | +52.5% | +0.1% | +52.5% | +51.9% |
| YTD | +8.9% | +11.1% | -2.2% | +2.9% |
| 1Y | +8.2% | +4.9% | +3.3% | +4.8% |
| 3Y | -5.2% | +58.6% | -63.7% | -24.7% |
| 5Y | +1.7% | +47.3% | -45.6% | -17.3% |
| 10Y | +185.4% | +151.3% | +34.0% | +76.0% |
| All | +29,479.7% | +2,458.0% | +27,021.7% | +8,797.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling