+160.4%
ROP vs RUN
-31.9%
+192.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.4% | -3.1% | -3.5% |
| 7D | -4.4% | +1.3% | -5.7% | -4.5% |
| 30D | +3.2% | -15.3% | +18.5% | +4.1% |
| 3M | +23.1% | -40.0% | +63.1% | +26.3% |
| 6M | +13.3% | -27.0% | +40.3% | +14.4% |
| YTD | -7.9% | -51.7% | +43.8% | -5.2% |
| 1Y | -22.1% | -45.9% | +23.8% | -20.9% |
| 3Y | -16.8% | -43.8% | +27.0% | -22.2% |
| 5Y | -13.5% | -80.5% | +66.9% | -15.6% |
| 10Y | +137.7% | +45.3% | +92.4% | +80.9% |
| All | +160.4% | -31.9% | +192.3% | +101.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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