+135.7%
ROP vs RVTY
+134.6%
+1.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.5% | +1.2% | -0.5% |
| 7D | -6.1% | -5.4% | -0.7% | -4.4% |
| 30D | -3.4% | +6.7% | -10.1% | -5.4% |
| 3M | +16.7% | +19.0% | -2.3% | +9.8% |
| 6M | +8.1% | +34.6% | -26.6% | -3.2% |
| YTD | -11.7% | +28.3% | -40.0% | -19.9% |
| 1Y | -24.2% | +46.0% | -70.3% | -34.7% |
| 3Y | -19.0% | +16.9% | -35.8% | -27.6% |
| 5Y | -15.9% | -32.9% | +17.1% | -7.6% |
| 10Y | +135.7% | +141.6% | -5.9% | +31.7% |
| All | +135.7% | +134.6% | +1.1% | +31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 10y: compounded portfolio wealth divided by compounded RVTY 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…
10y analysis · Full analysis span regression · 6 months rolling