+4.5%
ROP vs PR
+225.6%
-221.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.9% | +4.6% | +0.2% |
| 7D | +9.2% | -16.5% | +25.7% | +10.8% |
| 30D | +35.5% | -4.5% | +40.0% | +35.8% |
| 3M | +24.4% | +8.5% | +15.9% | +23.2% |
| 6M | +38.0% | -3.3% | +41.4% | +37.9% |
| YTD | +11.1% | +55.7% | -44.6% | +5.9% |
| 1Y | +10.9% | +82.0% | -71.1% | +4.1% |
| 3Y | -0.5% | +62.5% | -62.9% | -6.8% |
| 5Y | +4.5% | +223.9% | -219.4% | -8.5% |
| All | +4.5% | +225.6% | -221.1% | -8.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling