+24,936.4%
ROP vs RVTY
+1,532.7%
+23,403.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.3% |
| 3M | +23.1% | +27.2% | -4.2% | +14.7% |
| 6M | +13.3% | +32.4% | -19.1% | +3.7% |
| YTD | -7.9% | +34.9% | -42.7% | -16.3% |
| 1Y | -22.1% | +52.4% | -74.4% | -31.9% |
| 3Y | -16.8% | +12.3% | -29.1% | -23.2% |
| 5Y | -13.5% | -30.8% | +17.3% | -10.0% |
| 10Y | +137.7% | +150.7% | -13.0% | +70.1% |
| All | +24,936.4% | +1,532.7% | +23,403.7% | +10,622.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling