+57.2%
ROP vs NTR
+97.9%
-40.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | -4.6% | -1.3% | -3.3% | -4.4% |
| 30D | -1.7% | +16.8% | -18.5% | -5.1% |
| 3M | +17.1% | +20.7% | -3.7% | +11.9% |
| 6M | +10.9% | +0.5% | +10.3% | +9.9% |
| YTD | -12.1% | +29.2% | -41.3% | -18.3% |
| 1Y | -24.2% | +39.6% | -63.8% | -31.2% |
| 3Y | -20.4% | +37.9% | -58.2% | -28.7% |
| 5Y | -15.4% | +47.1% | -62.4% | -32.4% |
| All | +57.2% | +97.9% | -40.7% | -1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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