+144.8%
ROP vs PR
+169.5%
-24.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.6% | -2.0% | -3.5% |
| 7D | -4.4% | +2.9% | -7.3% | -4.6% |
| 30D | +3.2% | +18.0% | -14.8% | +2.5% |
| 3M | +23.1% | +16.9% | +6.2% | +22.2% |
| 6M | +13.3% | +28.2% | -14.9% | +12.0% |
| YTD | -7.9% | +69.3% | -77.2% | -10.0% |
| 1Y | -22.1% | +69.5% | -91.6% | -23.9% |
| 3Y | -16.8% | +81.7% | -98.5% | -19.4% |
| 5Y | -13.5% | +422.2% | -435.8% | -19.9% |
| 10Y | +137.7% | +110.4% | +27.3% | +138.4% |
| All | +144.8% | +169.5% | -24.6% | +143.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling