+135.7%
ROP vs LEN
+103.7%
+32.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.8% | -1.5% |
| 7D | -6.1% | -3.4% | -2.7% | -5.3% |
| 30D | -3.4% | -5.7% | +2.3% | -2.0% |
| 3M | +16.7% | -12.2% | +28.9% | +19.9% |
| 6M | +8.1% | -18.3% | +26.3% | +12.6% |
| YTD | -11.7% | -20.2% | +8.5% | -8.1% |
| 1Y | -24.2% | -40.1% | +15.8% | -15.4% |
| 3Y | -19.0% | -26.2% | +7.2% | -17.0% |
| 5Y | -15.9% | -9.8% | -6.0% | -20.7% |
| 10Y | +135.7% | +109.1% | +26.5% | +65.2% |
| All | +135.7% | +103.7% | +32.0% | +65.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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