+184.4%
ROP vs IT
+90.0%
+94.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.2% | +0.2% |
| 7D | +0.7% | +1.1% | -0.4% | +0.3% |
| 30D | +28.8% | -1.8% | +30.6% | +29.2% |
| 3M | +21.1% | +4.8% | +16.2% | +18.2% |
| 6M | +52.5% | +33.0% | +19.5% | +35.2% |
| YTD | +8.9% | -23.8% | +32.7% | +15.1% |
| 1Y | +8.2% | -16.5% | +24.8% | +10.7% |
| 3Y | -5.2% | -53.6% | +48.5% | +16.2% |
| 5Y | +1.7% | -42.1% | +43.8% | +11.7% |
| All | +184.4% | +90.0% | +94.4% | +84.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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