-15.9%
ROP vs LEN
-10.6%
-5.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.8% | -1.4% |
| 7D | -6.1% | -3.4% | -2.7% | -5.4% |
| 30D | -3.4% | -5.7% | +2.3% | -2.2% |
| 3M | +16.7% | -12.2% | +28.9% | +19.5% |
| 6M | +8.1% | -18.3% | +26.3% | +12.0% |
| YTD | -11.7% | -20.2% | +8.5% | -8.6% |
| 1Y | -24.2% | -40.1% | +15.8% | -16.1% |
| 3Y | -19.0% | -26.2% | +7.2% | -18.9% |
| 5Y | -15.9% | -9.8% | -6.0% | -24.1% |
| All | -15.9% | -10.6% | -5.2% | -24.1% |
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