+5.9%
ROP vs RRC
+28.5%
-22.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.1% |
| 7D | -1.6% | -10.3% | +8.7% | -0.5% |
| 30D | +29.5% | +19.5% | +10.1% | +25.6% |
| 3M | +17.5% | +27.9% | -10.4% | +12.9% |
| 6M | +38.1% | +21.2% | +16.9% | +33.2% |
| YTD | +7.0% | +39.6% | -32.6% | +1.4% |
| All | +5.9% | +28.5% | -22.7% | 0.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling