+52.5%
ROP vs RRX
-16.4%
+68.9%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.3% | +2.7% | -0.1% |
| 7D | +0.7% | +4.3% | -3.6% | +1.8% |
| 30D | +28.8% | +12.3% | +16.5% | +33.2% |
| 3M | +21.1% | +3.7% | +17.4% | +23.4% |
| 6M | +52.5% | -13.9% | +66.5% | +52.1% |
| All | +52.5% | -16.4% | +68.9% | +52.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling