+3,307.5%
ROP vs RBA
+3,565.6%
-258.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.3% | -3.9% | -3.7% |
| 7D | -4.4% | -2.9% | -1.5% | -3.7% |
| 30D | +3.2% | -12.3% | +15.5% | +6.7% |
| 3M | +23.1% | -20.5% | +43.6% | +29.9% |
| 6M | +13.3% | -18.5% | +31.9% | +18.5% |
| YTD | -7.9% | -18.2% | +10.4% | -3.9% |
| 1Y | -22.1% | -27.5% | +5.4% | -16.2% |
| 3Y | -16.8% | +38.1% | -54.9% | -25.7% |
| 5Y | -13.5% | +44.8% | -58.3% | -25.8% |
| 10Y | +137.7% | +187.1% | -49.4% | +62.7% |
| All | +3,307.5% | +3,565.6% | -258.0% | +1,438.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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