-5.8%
ROP vs IRE
-98.1%
+92.3%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -14.4% | +14.8% | -0.2% |
| 7D | +0.7% | -31.8% | +32.5% | -0.8% |
| 30D | +28.8% | -71.8% | +100.5% | +24.3% |
| 3M | +21.1% | -88.9% | +110.0% | +13.7% |
| 6M | +52.5% | -95.4% | +147.9% | +44.2% |
| YTD | +8.9% | -94.2% | +103.1% | +4.3% |
| 1Y | +8.2% | -97.1% | +105.3% | +3.0% |
| All | -5.8% | -98.1% | +92.3% | -10.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling