-15.4%
ROP vs NTR
+45.0%
-60.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | -0.2% |
| 7D | -8.0% | -2.5% | -5.5% | -7.8% |
| 30D | -2.7% | +17.0% | -19.8% | -4.2% |
| 3M | +16.6% | +22.2% | -5.6% | +14.3% |
| 6M | +10.4% | +5.2% | +5.2% | +9.5% |
| YTD | -12.1% | +29.7% | -41.7% | -14.9% |
| 1Y | -23.6% | +39.4% | -63.0% | -26.7% |
| 3Y | -19.3% | +38.2% | -57.5% | -23.3% |
| 5Y | -15.4% | +47.6% | -63.0% | -24.0% |
| All | -15.4% | +45.0% | -60.3% | -24.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling