+115.1%
ROP vs INVH
+75.4%
+39.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -4.6% | -3.0% | -1.6% | -3.4% |
| 30D | -1.7% | -7.5% | +5.8% | +1.5% |
| 3M | +17.1% | -5.5% | +22.6% | +19.9% |
| 6M | +10.9% | +11.7% | -0.9% | +5.5% |
| YTD | -12.1% | +1.3% | -13.4% | -13.1% |
| 1Y | -24.2% | -6.1% | -18.2% | -22.8% |
| 3Y | -20.4% | -9.8% | -10.6% | -18.6% |
| 5Y | -15.4% | -19.7% | +4.3% | -10.3% |
| All | +115.1% | +75.4% | +39.7% | +69.2% |
Cumulative growth
Daily Returns
Daily percentage return beside INVH.
Daily Out/Under-Performance
Portfolio return minus INVH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INVH 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 10y: compounded portfolio wealth divided by compounded INVH 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…
10y analysis · Full analysis span regression · 6 months rolling