-20.4%
ROP vs INVH
-9.6%
-10.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | +0.3% |
| 7D | -8.0% | -3.1% | -4.9% | -7.0% |
| 30D | -2.7% | -7.5% | +4.8% | -0.2% |
| 3M | +16.6% | -6.3% | +22.9% | +19.2% |
| 6M | +10.4% | +9.4% | +0.9% | +7.1% |
| YTD | -12.1% | +1.4% | -13.5% | -12.7% |
| 1Y | -23.6% | -4.1% | -19.5% | -22.6% |
| All | -20.4% | -9.6% | -10.7% | -18.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling