+29,349.7%
ROP vs HRB
+1,609.7%
+27,740.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.2% |
| 7D | -2.7% | -7.8% | +5.1% | -0.6% |
| 30D | +29.7% | +15.7% | +14.0% | +24.9% |
| 3M | +21.2% | -5.5% | +26.7% | +23.0% |
| 6M | +48.3% | +41.1% | +7.1% | +34.6% |
| YTD | +8.4% | +20.4% | -12.0% | +1.4% |
| 1Y | +6.0% | +15.2% | -9.2% | +0.2% |
| 3Y | -5.6% | +24.3% | -29.9% | -14.0% |
| 5Y | +1.3% | +144.7% | -143.4% | -25.0% |
| 10Y | +184.1% | +227.8% | -43.7% | +78.8% |
| All | +29,349.7% | +1,609.7% | +27,740.0% | +11,766.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling