+193.4%
ROP vs PR
+66.0%
+127.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.9% | -4.8% | -3.0% |
| 7D | +2.1% | -16.4% | +18.6% | +2.9% |
| 30D | +32.9% | -1.9% | +34.8% | +32.9% |
| 3M | +20.3% | +8.0% | +12.4% | +19.8% |
| 6M | +36.8% | +4.1% | +32.7% | +36.3% |
| YTD | +8.1% | +58.7% | -50.6% | +5.8% |
| 1Y | +8.3% | +75.8% | -67.6% | +5.5% |
| 3Y | -3.2% | +73.2% | -76.4% | -6.1% |
| 5Y | +1.7% | +230.1% | -228.4% | -4.5% |
| All | +193.4% | +66.0% | +127.3% | +201.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 10y: compounded portfolio wealth divided by compounded PR 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…
10y analysis · Full analysis span regression · 6 months rolling