+119.0%
ROP vs INVH
+79.7%
+39.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.6% | -2.3% | -2.6% |
| 7D | -5.4% | -3.1% | -2.3% | -4.2% |
| 30D | -1.6% | -7.1% | +5.4% | +1.4% |
| 3M | +18.8% | -3.0% | +21.8% | +20.4% |
| 6M | +8.2% | +10.1% | -1.9% | +3.6% |
| YTD | -10.5% | +3.8% | -14.3% | -12.4% |
| 1Y | -23.7% | -2.1% | -21.7% | -23.6% |
| 3Y | -17.9% | -7.0% | -10.8% | -17.1% |
| 5Y | -15.3% | -20.6% | +5.2% | -9.8% |
| All | +119.0% | +79.7% | +39.3% | +70.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling