-5.5%
ROP vs RRC
+51.7%
-57.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.1% |
| 7D | -1.6% | -10.3% | +8.7% | -0.4% |
| 30D | +29.5% | +19.5% | +10.1% | +26.1% |
| 3M | +17.5% | +27.9% | -10.4% | +13.4% |
| 6M | +38.1% | +21.2% | +16.9% | +33.9% |
| YTD | +7.0% | +39.6% | -32.6% | +1.7% |
| 1Y | +6.5% | +31.3% | -24.8% | +1.9% |
| 3Y | -5.5% | +51.9% | -57.4% | -12.4% |
| All | -5.5% | +51.7% | -57.2% | -12.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling