-5.2%
ROP vs HDB
-7.5%
+2.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | 0.0% | +0.4% |
| 7D | +0.7% | +2.7% | -2.0% | +0.3% |
| 30D | +28.8% | +14.1% | +14.6% | +26.0% |
| 3M | +21.1% | +11.8% | +9.2% | +18.7% |
| 6M | +52.5% | +8.2% | +44.4% | +50.0% |
| YTD | +8.9% | -29.3% | +38.2% | +14.1% |
| 1Y | +8.2% | -28.8% | +37.0% | +13.2% |
| 3Y | -5.2% | -7.5% | +2.3% | -2.6% |
| All | -5.2% | -7.5% | +2.3% | -2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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