-20.3%
ROP vs IRE
-84.4%
+64.2%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +14.0% | -17.6% | -3.1% |
| 7D | -4.4% | +54.8% | -59.2% | -2.8% |
| 30D | +3.2% | +18.4% | -15.2% | +4.4% |
| 3M | +23.1% | -66.7% | +89.8% | +23.1% |
| 6M | +13.3% | -52.3% | +65.6% | +15.6% |
| YTD | -7.9% | -52.3% | +44.5% | -5.9% |
| All | -20.3% | -84.4% | +64.2% | -19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 1y: compounded portfolio wealth divided by compounded IRE 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…
1y analysis · Full analysis span regression · 6 months rolling