-3.5%
ROP vs ROIV
+314.9%
-318.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +6.2% | -9.1% | -3.3% |
| 7D | +2.1% | +5.3% | -3.2% | +1.8% |
| 30D | +32.9% | +11.9% | +21.0% | +32.0% |
| 3M | +20.0% | +10.7% | +9.3% | +19.1% |
| 6M | +36.4% | +34.9% | +1.5% | +32.1% |
| YTD | +7.8% | +79.2% | -71.3% | 0.0% |
| 1Y | +8.0% | +89.0% | -81.0% | -0.8% |
| 3Y | -3.5% | +337.3% | -340.8% | -23.2% |
| All | -3.5% | +314.9% | -318.4% | -23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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