-20.4%
ROP vs RRX
+1.6%
-22.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.5% | -0.4% |
| 7D | -8.0% | -3.7% | -4.3% | -7.8% |
| 30D | -2.7% | -9.3% | +6.6% | -2.3% |
| 3M | +16.6% | -21.8% | +38.4% | +17.4% |
| 6M | +10.4% | -22.0% | +32.4% | +10.6% |
| YTD | -12.1% | +11.9% | -24.0% | -16.5% |
| 1Y | -23.6% | +11.6% | -35.2% | -27.7% |
| All | -20.4% | +1.6% | -22.0% | -22.9% |
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