-15.3%
ROP vs IT
-44.6%
+29.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -7.4% | +4.6% | -0.6% |
| 7D | -5.4% | -9.1% | +3.7% | -2.7% |
| 30D | -1.6% | -7.0% | +5.4% | +0.4% |
| 3M | +18.8% | +7.6% | +11.2% | +14.6% |
| 6M | +8.2% | +2.1% | +6.1% | +5.5% |
| YTD | -10.5% | -31.6% | +21.1% | -2.3% |
| 1Y | -23.7% | -29.9% | +6.2% | -17.9% |
| 3Y | -17.9% | -51.3% | +33.4% | -2.2% |
| 5Y | -15.3% | -44.8% | +29.4% | -6.5% |
| All | -15.3% | -44.6% | +29.2% | -6.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling