+28,965.7%
ROP vs RRC
+1,418.2%
+27,547.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.1% |
| 7D | -1.6% | -10.3% | +8.7% | -0.6% |
| 30D | +29.5% | +19.5% | +10.1% | +27.0% |
| 3M | +17.5% | +27.9% | -10.4% | +14.4% |
| 6M | +38.1% | +21.2% | +16.9% | +35.0% |
| YTD | +7.0% | +39.6% | -32.6% | +2.9% |
| 1Y | +6.5% | +31.3% | -24.8% | +3.0% |
| 3Y | -5.5% | +51.9% | -57.4% | -10.8% |
| 5Y | -0.4% | +110.2% | -110.5% | -11.5% |
| 10Y | +183.6% | +56.7% | +126.9% | +133.2% |
| All | +28,965.7% | +1,418.2% | +27,547.5% | +24,584.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling