-6.5%
ROP vs IRE
-97.2%
+90.8%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +39.6% | -42.5% | -1.2% |
| 7D | +2.1% | -27.2% | +29.3% | +1.7% |
| 30D | +32.9% | -75.1% | +108.0% | +28.0% |
| 3M | +20.3% | -77.9% | +98.2% | +16.2% |
| 6M | +36.8% | -94.6% | +131.3% | +30.7% |
| YTD | +8.1% | -91.5% | +99.6% | +5.2% |
| 1Y | +8.3% | -97.8% | +106.1% | +3.6% |
| All | -6.5% | -97.2% | +90.8% | -9.9% |
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