-24.2%
ROP vs RVTY
+43.7%
-67.9%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.5% | +1.2% | -0.9% |
| 7D | -6.1% | -5.4% | -0.7% | -5.2% |
| 30D | -3.4% | +6.7% | -10.1% | -4.4% |
| 3M | +16.7% | +19.0% | -2.3% | +13.2% |
| 6M | +8.1% | +34.6% | -26.6% | +2.2% |
| YTD | -11.7% | +28.3% | -40.0% | -15.1% |
| 1Y | -24.2% | +46.0% | -70.3% | -28.2% |
| All | -24.2% | +43.7% | -67.9% | -28.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling