+58.0%
ROP vs NTR
+103.7%
-45.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.4% | -1.4% |
| 7D | -6.1% | +0.5% | -6.7% | -6.2% |
| 30D | -3.4% | +21.7% | -25.1% | -7.6% |
| 3M | +16.7% | +22.8% | -6.1% | +11.1% |
| 6M | +8.1% | +8.2% | -0.2% | +5.3% |
| YTD | -11.7% | +32.9% | -44.6% | -18.4% |
| 1Y | -24.2% | +45.3% | -69.6% | -31.8% |
| 3Y | -19.0% | +41.7% | -60.6% | -27.9% |
| 5Y | -15.9% | +49.8% | -65.7% | -33.0% |
| All | +58.0% | +103.7% | -45.7% | -1.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling