+183.6%
ROP vs RL
+397.7%
-214.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.8% | -6.9% | -2.2% |
| 7D | -1.6% | +0.2% | -1.9% | -1.8% |
| 30D | +29.5% | +7.3% | +22.2% | +27.6% |
| 3M | +17.5% | +1.0% | +16.5% | +17.0% |
| 6M | +38.1% | +11.8% | +26.3% | +34.1% |
| YTD | +7.0% | +13.6% | -6.6% | +3.0% |
| 1Y | +6.5% | +24.0% | -17.5% | +0.6% |
| 3Y | -5.5% | +256.6% | -262.1% | -30.7% |
| 5Y | -0.4% | +240.2% | -240.6% | -28.1% |
| 10Y | +183.6% | +373.0% | -189.4% | +83.2% |
| All | +183.6% | +397.7% | -214.1% | +83.2% |
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