-15.3%
ROP vs HRB
+112.6%
-128.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -6.5% | +3.6% | -1.5% |
| 7D | -5.4% | -9.1% | +3.6% | -3.5% |
| 30D | -1.6% | +0.3% | -1.9% | -2.0% |
| 3M | +18.8% | +23.4% | -4.5% | +13.3% |
| 6M | +8.2% | +45.1% | -36.9% | -0.6% |
| YTD | -10.5% | +8.9% | -19.4% | -13.1% |
| 1Y | -23.7% | -7.9% | -15.8% | -23.6% |
| 3Y | -17.9% | +27.9% | -45.8% | -23.4% |
| 5Y | -15.3% | +108.3% | -123.7% | -27.6% |
| All | -15.3% | +112.6% | -128.0% | -27.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling