+238.0%
ROP vs QSR
+202.3%
+35.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.5% |
| 7D | +0.7% | -2.9% | +3.6% | +1.7% |
| 30D | +28.8% | +4.1% | +24.6% | +27.2% |
| 3M | +21.1% | -0.7% | +21.7% | +21.3% |
| 6M | +52.5% | +0.4% | +52.1% | +52.1% |
| YTD | +8.9% | +13.5% | -4.7% | +4.2% |
| 1Y | +8.2% | +11.0% | -2.8% | +4.2% |
| 3Y | -5.2% | +22.0% | -27.1% | -12.5% |
| 5Y | +1.7% | +57.1% | -55.3% | -14.1% |
| 10Y | +185.4% | +138.3% | +47.1% | +104.4% |
| All | +238.0% | +202.3% | +35.7% | +128.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling