+24,936.4%
ROP vs RRX
+4,015.5%
+20,920.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.2% | -3.7% | -3.6% |
| 7D | -4.4% | +3.4% | -7.9% | -5.5% |
| 30D | +3.2% | -11.1% | +14.4% | +7.1% |
| 3M | +23.1% | -23.7% | +46.8% | +31.2% |
| 6M | +13.3% | -22.0% | +35.3% | +17.2% |
| YTD | -7.9% | +16.5% | -24.3% | -18.1% |
| 1Y | -22.1% | +11.5% | -33.6% | -30.4% |
| 3Y | -16.8% | +1.5% | -18.3% | -28.1% |
| 5Y | -13.5% | +18.3% | -31.8% | -32.1% |
| 10Y | +137.7% | +209.8% | -72.1% | +22.7% |
| All | +24,936.4% | +4,015.5% | +20,920.9% | +6,374.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling