+4,300.2%
ROP vs RL
+1,549.7%
+2,750.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.1% | +1.0% |
| 7D | -2.9% | -4.4% | +1.4% | -2.0% |
| 30D | +30.1% | +5.6% | +24.5% | +28.0% |
| 3M | +19.9% | -0.6% | +20.5% | +19.7% |
| 6M | +46.0% | +15.5% | +30.6% | +39.3% |
| YTD | +8.4% | +12.3% | -4.0% | +3.4% |
| 1Y | +8.8% | +19.3% | -10.5% | +2.1% |
| 3Y | -5.6% | +255.5% | -261.2% | -35.8% |
| 5Y | +3.0% | +247.1% | -244.0% | -31.5% |
| 10Y | +184.0% | +346.0% | -162.0% | +60.4% |
| All | +4,300.2% | +1,549.7% | +2,750.5% | +1,403.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling