+3.0%
ROP vs HRB
+141.1%
-138.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -2.9% | -8.1% | +5.1% | -1.0% |
| 30D | +30.1% | +15.0% | +15.0% | +26.1% |
| 3M | +19.9% | +10.2% | +9.6% | +16.9% |
| 6M | +46.0% | +44.2% | +1.8% | +34.5% |
| YTD | +8.4% | +21.0% | -12.6% | +2.7% |
| 1Y | +8.8% | +12.0% | -3.2% | +4.6% |
| 3Y | -5.6% | +24.9% | -30.6% | -11.9% |
| 5Y | +3.0% | +144.6% | -141.6% | -15.8% |
| All | +3.0% | +141.1% | -138.1% | -15.8% |
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