+66.8%
ROP vs USHY
+50.7%
+16.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | 0.0% | -3.5% | -3.5% |
| 7D | -4.4% | -0.1% | -4.3% | -4.2% |
| 30D | +3.2% | +0.1% | +3.1% | +3.1% |
| 3M | +23.1% | +0.8% | +22.2% | +21.4% |
| 6M | +13.3% | +1.7% | +11.6% | +10.1% |
| YTD | -7.9% | +2.5% | -10.3% | -11.4% |
| 1Y | -22.1% | +4.4% | -26.5% | -27.3% |
| 3Y | -16.8% | +27.4% | -44.2% | -42.8% |
| 5Y | -13.5% | +21.7% | -35.3% | -35.0% |
| All | +66.8% | +50.7% | +16.0% | -9.3% |
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