+24,936.4%
ROP vs RRC
+1,202.2%
+23,734.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.9% | -2.7% | -3.5% |
| 7D | -4.4% | +1.3% | -5.7% | -4.6% |
| 30D | +3.2% | +10.1% | -6.9% | +2.2% |
| 3M | +23.1% | +4.0% | +19.1% | +22.5% |
| 6M | +13.3% | +1.6% | +11.7% | +12.9% |
| YTD | -7.9% | +19.7% | -27.6% | -9.7% |
| 1Y | -22.1% | +21.4% | -43.5% | -23.9% |
| 3Y | -16.8% | +29.7% | -46.5% | -20.1% |
| 5Y | -13.5% | +153.9% | -167.4% | -24.7% |
| 10Y | +137.7% | +10.8% | +126.9% | +102.9% |
| All | +24,936.4% | +1,202.2% | +23,734.2% | +21,546.2% |
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