+180.7%
ROP vs RL
+369.1%
-188.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.5% |
| 7D | +0.2% | +1.3% | -1.1% | -0.2% |
| 30D | +30.3% | +7.6% | +22.7% | +28.3% |
| 3M | +17.8% | -1.5% | +19.3% | +17.9% |
| 6M | +38.9% | +12.1% | +26.8% | +34.8% |
| YTD | +7.6% | +13.9% | -6.3% | +3.5% |
| 1Y | +6.5% | +20.7% | -14.2% | +1.2% |
| 3Y | -6.3% | +260.6% | -266.8% | -31.4% |
| 5Y | +0.9% | +248.9% | -247.9% | -27.5% |
| 10Y | +180.7% | +355.9% | -175.2% | +81.9% |
| All | +180.7% | +369.1% | -188.4% | +81.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 10y: compounded portfolio wealth divided by compounded RL 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…
10y analysis · Full analysis span regression · 6 months rolling