-18.9%
ROP vs HRB
+28.0%
-46.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -6.5% | +3.6% | -1.4% |
| 7D | -5.4% | -9.1% | +3.6% | -3.3% |
| 30D | -1.6% | +0.3% | -1.9% | -2.0% |
| 3M | +18.8% | +23.4% | -4.5% | +12.9% |
| 6M | +8.2% | +45.1% | -36.9% | -0.9% |
| YTD | -10.5% | +8.9% | -19.4% | -13.0% |
| 1Y | -23.7% | -7.9% | -15.8% | -23.4% |
| All | -18.9% | +28.0% | -46.9% | -24.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling