-15.0%
ROP vs RRX
+17.0%
-32.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.5% | +1.2% | -1.0% |
| 7D | -6.1% | -0.7% | -5.4% | -6.0% |
| 30D | -3.4% | -8.0% | +4.6% | -2.5% |
| 3M | +16.7% | -25.1% | +41.7% | +19.7% |
| 6M | +8.1% | -18.3% | +26.3% | +8.4% |
| YTD | -11.7% | +14.2% | -25.8% | -17.4% |
| 1Y | -24.2% | +13.0% | -37.3% | -29.3% |
| 3Y | -19.0% | +4.2% | -23.2% | -25.2% |
| All | -15.0% | +17.0% | -32.0% | -26.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling