-20.4%
ROP vs NTRS
+168.2%
-188.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.3% |
| 7D | -4.6% | +1.4% | -6.0% | -4.9% |
| 30D | -1.7% | -0.7% | -1.0% | -1.6% |
| 3M | +17.1% | +11.3% | +5.7% | +13.8% |
| 6M | +10.9% | +35.5% | -24.7% | +2.2% |
| YTD | -12.1% | +40.6% | -52.7% | -19.9% |
| 1Y | -24.2% | +49.2% | -73.5% | -32.1% |
| 3Y | -20.4% | +167.2% | -187.6% | -39.9% |
| All | -20.4% | +168.2% | -188.5% | -39.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 3y: compounded portfolio wealth divided by compounded NTRS 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…
3y analysis · Full analysis span regression · 6 months rolling