+206.3%
ROP vs RUN
-34.8%
+241.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.1% | +6.1% | +0.4% |
| 7D | -2.7% | -13.7% | +11.0% | -1.9% |
| 30D | +29.7% | +9.4% | +20.3% | +28.8% |
| 3M | +21.2% | -13.4% | +34.6% | +21.8% |
| 6M | +48.3% | -39.6% | +87.8% | +51.5% |
| YTD | +8.4% | -53.7% | +62.1% | +11.4% |
| 1Y | +6.0% | -56.2% | +62.2% | +9.2% |
| 3Y | -5.6% | -9.7% | +4.1% | -15.1% |
| 5Y | +1.3% | -85.5% | +86.7% | +1.3% |
| 10Y | +184.1% | +66.7% | +117.4% | +115.0% |
| All | +206.3% | -34.8% | +241.0% | +137.4% |
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