-3.5%
ROP vs RL
+240.1%
-243.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.4% | -1.6% | -2.8% |
| 7D | +2.1% | -4.2% | +6.3% | +2.7% |
| 30D | +32.9% | +4.3% | +28.6% | +32.2% |
| 3M | +20.0% | -4.6% | +24.6% | +20.6% |
| 6M | +36.4% | +1.7% | +34.7% | +35.6% |
| YTD | +7.8% | +7.3% | +0.5% | +6.0% |
| 1Y | +8.0% | +20.8% | -12.8% | +4.2% |
| 3Y | -3.5% | +247.0% | -250.5% | -16.6% |
| All | -3.5% | +240.1% | -243.5% | -16.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling