+97.0%
ROP vs USHY
+48.0%
+49.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.6% | +0.6% |
| 7D | +0.7% | -0.4% | +1.1% | +1.3% |
| 30D | +28.8% | +0.6% | +28.2% | +27.6% |
| 3M | +21.1% | -2.0% | +23.1% | +24.9% |
| 6M | +52.5% | -0.5% | +53.1% | +53.6% |
| YTD | +8.9% | +0.6% | +8.3% | +7.6% |
| 1Y | +8.2% | +2.1% | +6.1% | +4.5% |
| 3Y | -5.2% | +25.3% | -30.5% | -33.1% |
| 5Y | +1.7% | +19.7% | -18.0% | -21.6% |
| All | +97.0% | +48.0% | +49.0% | +10.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling