+186.1%
ROP vs QSR
+218.5%
-32.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.1% | -3.5% | -3.5% |
| 7D | -4.4% | +2.4% | -6.9% | -5.2% |
| 30D | +3.2% | +7.6% | -4.4% | +0.8% |
| 3M | +23.1% | +12.6% | +10.4% | +18.4% |
| 6M | +13.3% | +14.4% | -1.1% | +8.3% |
| YTD | -7.9% | +19.6% | -27.5% | -13.3% |
| 1Y | -22.1% | +33.9% | -55.9% | -29.4% |
| 3Y | -16.8% | +27.1% | -43.9% | -24.3% |
| 5Y | -13.5% | +48.5% | -62.1% | -25.9% |
| 10Y | +137.7% | +126.2% | +11.5% | +71.6% |
| All | +186.1% | +218.5% | -32.4% | +90.4% |
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