+184.4%
ROP vs RL
+337.1%
-152.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.7% |
| 7D | +0.7% | +2.6% | -1.9% | +0.1% |
| 30D | +28.8% | +2.9% | +25.8% | +27.9% |
| 3M | +21.1% | 0.0% | +21.0% | +20.8% |
| 6M | +52.5% | +17.1% | +35.4% | +46.7% |
| YTD | +8.9% | +10.1% | -1.3% | +5.4% |
| 1Y | +8.2% | +17.3% | -9.1% | +3.3% |
| 3Y | -5.2% | +249.3% | -254.5% | -30.2% |
| 5Y | +1.7% | +240.9% | -239.2% | -26.6% |
| All | +184.4% | +337.1% | -152.7% | +87.9% |
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