+130.8%
ROP vs HRB
+209.3%
-78.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -1.0% |
| 7D | -6.1% | -10.6% | +4.5% | -3.7% |
| 30D | -3.4% | -0.8% | -2.5% | -3.6% |
| 3M | +16.7% | +19.1% | -2.4% | +11.7% |
| 6M | +8.1% | +48.7% | -40.6% | -2.3% |
| YTD | -11.7% | +7.1% | -18.8% | -14.2% |
| 1Y | -24.2% | -8.3% | -15.9% | -23.9% |
| 3Y | -19.0% | +25.8% | -44.8% | -25.3% |
| 5Y | -15.9% | +111.1% | -127.0% | -32.6% |
| All | +130.8% | +209.3% | -78.5% | +61.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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