-20.0%
ROP vs USHY
+27.6%
-47.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.0% |
| 7D | -6.1% | -0.1% | -6.0% | -5.9% |
| 30D | -3.4% | 0.0% | -3.3% | -3.3% |
| 3M | +16.7% | +0.8% | +15.8% | +15.1% |
| 6M | +8.1% | +1.9% | +6.1% | +4.7% |
| YTD | -11.7% | +2.3% | -13.9% | -14.8% |
| 1Y | -24.2% | +4.1% | -28.4% | -29.3% |
| All | -20.0% | +27.6% | -47.6% | -42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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