+8.3%
ROP vs RL
+16.8%
-8.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.4% | -1.6% | -2.8% |
| 7D | +2.1% | -4.2% | +6.3% | +2.4% |
| 30D | +32.9% | +4.3% | +28.6% | +32.6% |
| 3M | +20.3% | -4.6% | +24.9% | +20.6% |
| 6M | +36.8% | +1.7% | +35.0% | +36.4% |
| YTD | +8.1% | +7.3% | +0.8% | +6.6% |
| 1Y | +8.3% | +20.8% | -12.5% | +3.0% |
| All | +8.3% | +16.8% | -8.5% | +3.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling