-11.8%
ROP vs PL
+82.7%
-94.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.3% | -2.3% | -3.5% |
| 7D | -4.4% | -9.3% | +4.9% | -4.1% |
| 30D | +3.2% | -18.9% | +22.2% | +4.0% |
| 3M | +23.1% | -58.4% | +81.4% | +27.2% |
| 6M | +13.3% | -30.3% | +43.6% | +12.9% |
| YTD | -7.9% | -8.1% | +0.3% | -10.1% |
| 1Y | -22.1% | +180.5% | -202.6% | -30.2% |
| 3Y | -16.8% | +444.1% | -461.0% | -32.4% |
| All | -11.8% | +82.7% | -94.5% | -27.1% |
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