+29,140.1%
ROP vs RVTY
+1,895.7%
+27,244.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.9% |
| 7D | +0.2% | -2.7% | +2.9% | +0.8% |
| 30D | +30.3% | +3.2% | +27.1% | +28.6% |
| 3M | +17.8% | +37.2% | -19.4% | +7.0% |
| 6M | +38.9% | +57.7% | -18.8% | +20.9% |
| YTD | +7.6% | +64.8% | -57.2% | -8.2% |
| 1Y | +6.5% | +72.8% | -66.3% | -10.5% |
| 3Y | -6.3% | +89.8% | -96.1% | -25.4% |
| 5Y | +0.9% | -8.4% | +9.4% | -3.5% |
| 10Y | +180.7% | +219.5% | -38.7% | +86.6% |
| All | +29,140.1% | +1,895.7% | +27,244.4% | +11,652.1% |
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