-5.6%
ROP vs RL
+254.6%
-260.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.9% | +0.1% |
| 7D | -2.7% | +2.4% | -5.0% | -3.0% |
| 30D | +29.7% | +4.6% | +25.1% | +28.9% |
| 3M | +21.2% | -1.1% | +22.3% | +21.2% |
| 6M | +48.3% | +16.5% | +31.7% | +44.7% |
| YTD | +8.4% | +11.4% | -3.0% | +6.0% |
| 1Y | +6.0% | +16.1% | -10.1% | +3.0% |
| All | -5.6% | +254.6% | -260.2% | -19.1% |
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