-0.4%
ROP vs IT
-42.9%
+42.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.2% |
| 7D | -1.6% | -18.8% | +17.2% | +4.5% |
| 30D | +29.5% | -0.1% | +29.6% | +29.2% |
| 3M | +17.5% | +2.9% | +14.6% | +15.7% |
| 6M | +38.1% | +20.4% | +17.7% | +27.9% |
| YTD | +7.0% | -24.3% | +31.3% | +12.7% |
| 1Y | +6.5% | -17.2% | +23.7% | +9.0% |
| 3Y | -5.5% | -52.4% | +46.9% | +14.1% |
| 5Y | -0.4% | -43.7% | +43.3% | +10.4% |
| All | -0.4% | -42.9% | +42.5% | +10.4% |
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