+3.0%
ROP vs LEN
-7.9%
+10.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.8% |
| 7D | -2.9% | -6.4% | +3.4% | -1.6% |
| 30D | +30.1% | +15.6% | +14.4% | +26.1% |
| 3M | +19.9% | -0.8% | +20.6% | +19.6% |
| 6M | +46.0% | +0.4% | +45.6% | +44.7% |
| YTD | +8.4% | -14.1% | +22.5% | +10.0% |
| 1Y | +8.8% | -29.6% | +38.4% | +15.8% |
| 3Y | -5.6% | -23.1% | +17.5% | -6.3% |
| 5Y | +3.0% | -8.9% | +11.9% | -9.0% |
| All | +3.0% | -7.9% | +10.9% | -9.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling