-5.2%
ROP vs RRX
+64.5%
-69.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.3% | +2.7% | +0.5% |
| 7D | +0.7% | +4.3% | -3.6% | +0.6% |
| 30D | +28.8% | +12.3% | +16.5% | +28.2% |
| 3M | +21.1% | +3.7% | +17.4% | +20.9% |
| 6M | +52.5% | -13.9% | +66.5% | +53.0% |
| YTD | +8.9% | +26.5% | -17.6% | +2.3% |
| 1Y | +8.2% | +29.3% | -21.1% | +1.2% |
| 3Y | -5.2% | +65.6% | -70.7% | -15.3% |
| All | -5.2% | +64.5% | -69.7% | -15.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling