-15.8%
ROP vs RL
+212.5%
-228.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.0% | -5.6% | -3.8% |
| 7D | -4.4% | -0.8% | -3.6% | -4.4% |
| 30D | +3.2% | -7.8% | +11.0% | +4.2% |
| 3M | +23.1% | -4.0% | +27.1% | +23.3% |
| 6M | +13.3% | -1.9% | +15.2% | +12.8% |
| YTD | -7.9% | -0.2% | -7.7% | -8.6% |
| 1Y | -22.1% | +10.7% | -32.7% | -24.0% |
| All | -15.8% | +212.5% | -228.2% | -30.7% |
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