+0.6%
ROP vs PL
+20.8%
-20.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +10.4% | -13.3% | -3.3% |
| 7D | +2.1% | -6.8% | +9.0% | +2.3% |
| 30D | +32.9% | -29.3% | +62.2% | +34.4% |
| 3M | +20.0% | -44.8% | +64.8% | +22.4% |
| 6M | +36.4% | -68.4% | +104.8% | +41.6% |
| YTD | +7.8% | -36.4% | +44.2% | +6.5% |
| 1Y | +8.0% | +0.7% | +7.3% | +3.1% |
| 3Y | -3.5% | +455.3% | -458.8% | -22.6% |
| All | +0.6% | +20.8% | -20.2% | -14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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