+129.7%
ROP vs RRX
+228.4%
-98.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.7% | -3.7% | -0.9% |
| 7D | -4.6% | -0.3% | -4.3% | -4.6% |
| 30D | -1.7% | -6.1% | +4.4% | -0.3% |
| 3M | +17.1% | -23.1% | +40.1% | +22.7% |
| 6M | +10.9% | -19.5% | +30.4% | +12.8% |
| YTD | -12.1% | +16.1% | -28.2% | -21.0% |
| 1Y | -24.2% | +12.9% | -37.2% | -31.9% |
| 3Y | -20.4% | +7.9% | -28.3% | -31.4% |
| 5Y | -15.4% | +19.1% | -34.5% | -33.2% |
| All | +129.7% | +228.4% | -98.7% | +6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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