+233.1%
ROP vs USFR
+27.5%
+205.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | 0.0% | -3.6% | -3.6% |
| 7D | -4.4% | +0.1% | -4.5% | -4.5% |
| 30D | +3.2% | +0.3% | +2.9% | +3.1% |
| 3M | +23.1% | +1.0% | +22.1% | +22.5% |
| 6M | +13.3% | +1.9% | +11.4% | +12.3% |
| YTD | -7.9% | +2.6% | -10.5% | -9.0% |
| 1Y | -22.1% | +4.0% | -26.1% | -23.5% |
| 3Y | -16.8% | +14.1% | -30.9% | -21.9% |
| 5Y | -13.5% | +20.4% | -33.9% | -20.9% |
| 10Y | +137.7% | +28.0% | +109.7% | +112.9% |
| All | +233.1% | +27.5% | +205.6% | +191.3% |
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