+135.7%
ROP vs RRC
+4.5%
+131.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -1.0% | -1.3% |
| 7D | -6.1% | -1.7% | -4.4% | -6.0% |
| 30D | -3.4% | +3.6% | -7.0% | -3.6% |
| 3M | +16.7% | +8.8% | +7.8% | +15.8% |
| 6M | +8.1% | +0.8% | +7.3% | +7.8% |
| YTD | -11.7% | +19.0% | -30.6% | -13.1% |
| 1Y | -24.2% | +22.9% | -47.1% | -25.8% |
| 3Y | -19.0% | +32.3% | -51.3% | -21.7% |
| 5Y | -15.9% | +151.6% | -167.4% | -24.3% |
| 10Y | +135.7% | +5.5% | +130.2% | +103.0% |
| All | +135.7% | +4.5% | +131.1% | +103.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 10y: compounded portfolio wealth divided by compounded RRC 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…
10y analysis · Full analysis span regression · 6 months rolling