+183.1%
ROP vs USFR
+28.5%
+154.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -2.7% | +0.1% | -2.7% | -2.7% |
| 30D | +29.7% | +0.4% | +29.3% | +29.2% |
| 3M | +21.2% | +1.0% | +20.2% | +19.9% |
| 6M | +48.3% | +2.0% | +46.2% | +45.2% |
| YTD | +8.4% | +3.4% | +4.9% | +4.7% |
| 1Y | +6.0% | +4.1% | +1.9% | +1.7% |
| 3Y | -5.6% | +14.4% | -20.0% | -17.4% |
| 5Y | +1.3% | +21.4% | -20.1% | -16.3% |
| All | +183.1% | +28.5% | +154.6% | +126.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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