-11.8%
ROP vs RVTY
-30.5%
+18.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.3% | -3.3% | -3.5% |
| 7D | -4.4% | +1.1% | -5.5% | -4.7% |
| 30D | +3.2% | +13.2% | -10.0% | +0.1% |
| 3M | +23.1% | +27.2% | -4.2% | +15.7% |
| 6M | +13.3% | +32.4% | -19.1% | +4.9% |
| YTD | -7.9% | +34.9% | -42.7% | -15.3% |
| 1Y | -22.1% | +52.4% | -74.4% | -30.9% |
| 3Y | -16.8% | +12.3% | -29.1% | -21.3% |
| All | -11.8% | -30.5% | +18.7% | -2.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling