+289.0%
ROP vs USFR
+28.6%
+260.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +0.2% | +0.1% | +0.1% | +0.1% |
| 30D | +30.3% | +0.4% | +29.9% | +30.1% |
| 3M | +17.8% | +1.1% | +16.7% | +17.2% |
| 6M | +38.9% | +2.1% | +36.8% | +37.5% |
| YTD | +7.6% | +3.4% | +4.2% | +5.9% |
| 1Y | +6.5% | +4.1% | +2.4% | +4.4% |
| 3Y | -6.3% | +14.4% | -20.7% | -12.1% |
| 5Y | +0.9% | +21.4% | -20.5% | -8.0% |
| 10Y | +180.7% | +28.5% | +152.2% | +150.9% |
| All | +289.0% | +28.6% | +260.5% | +238.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling