-17.9%
ROP vs USFR
+14.0%
-31.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | 0.0% | -2.9% | -3.0% |
| 7D | -5.4% | +0.1% | -5.5% | -5.6% |
| 30D | -1.6% | +0.3% | -2.0% | -2.7% |
| 3M | +18.8% | +1.0% | +17.9% | +14.9% |
| 6M | +8.2% | +1.9% | +6.3% | +1.8% |
| YTD | -10.5% | +2.7% | -13.1% | -17.6% |
| 1Y | -23.7% | +4.0% | -27.8% | -32.0% |
| 3Y | -17.9% | +14.0% | -31.9% | -35.2% |
| All | -17.9% | +14.0% | -31.9% | -35.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling