+24,936.4%
ROP vs HRB
+1,553.4%
+23,383.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.0% | +0.4% | -2.5% |
| 7D | -4.4% | -5.7% | +1.2% | -3.0% |
| 30D | +3.2% | +7.9% | -4.7% | +0.7% |
| 3M | +23.1% | +32.1% | -9.1% | +13.8% |
| 6M | +13.3% | +62.2% | -48.9% | -1.6% |
| YTD | -7.9% | +16.4% | -24.3% | -13.0% |
| 1Y | -22.1% | -0.3% | -21.8% | -23.5% |
| 3Y | -16.8% | +36.0% | -52.8% | -26.1% |
| 5Y | -13.5% | +125.2% | -138.7% | -34.6% |
| 10Y | +137.7% | +237.7% | -100.0% | +48.2% |
| All | +24,936.4% | +1,553.4% | +23,383.0% | +10,080.3% |
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