-20.4%
ROP vs QSR
+25.8%
-46.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.2% |
| 7D | -4.6% | -4.0% | -0.6% | -3.5% |
| 30D | -1.7% | +2.8% | -4.4% | -2.5% |
| 3M | +17.1% | +5.1% | +12.0% | +15.4% |
| 6M | +10.9% | +8.8% | +2.1% | +8.0% |
| YTD | -12.1% | +14.8% | -26.9% | -15.7% |
| 1Y | -24.2% | +25.7% | -50.0% | -29.3% |
| 3Y | -20.4% | +27.5% | -47.9% | -26.5% |
| All | -20.4% | +25.8% | -46.2% | -26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 3y: compounded portfolio wealth divided by compounded QSR 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…
3y analysis · Full analysis span regression · 6 months rolling