+129.7%
ROP vs IT
+92.9%
+36.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.6% |
| 7D | -8.0% | -12.7% | +4.7% | -3.8% |
| 30D | -2.7% | -8.9% | +6.2% | +0.2% |
| 3M | +16.6% | +10.1% | +6.5% | +11.1% |
| 6M | +10.4% | +7.3% | +3.1% | +5.5% |
| YTD | -12.1% | -32.4% | +20.3% | -2.7% |
| 1Y | -23.6% | -26.6% | +3.0% | -18.4% |
| 3Y | -19.3% | -51.8% | +32.5% | -2.9% |
| 5Y | -15.4% | -45.6% | +30.2% | -4.9% |
| All | +129.7% | +92.9% | +36.8% | +56.1% |
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