+204.1%
ROP vs RUN
-33.3%
+237.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -10.6% | +11.2% | +1.2% |
| 7D | +0.2% | +0.3% | -0.2% | +0.1% |
| 30D | +30.3% | +14.0% | +16.3% | +29.1% |
| 3M | +17.8% | -11.8% | +29.5% | +18.3% |
| 6M | +38.9% | -40.4% | +79.3% | +42.1% |
| YTD | +7.6% | -52.7% | +60.3% | +10.5% |
| 1Y | +6.5% | -52.5% | +59.0% | +9.1% |
| 3Y | -6.3% | -7.7% | +1.5% | -15.8% |
| 5Y | +0.9% | -83.9% | +84.8% | +0.1% |
| 10Y | +180.7% | +84.9% | +95.8% | +111.5% |
| All | +204.1% | -33.3% | +237.4% | +135.4% |
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