+129.7%
ROP vs UUUU
+495.2%
-365.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.3% | +5.9% | -0.1% |
| 7D | -8.0% | -5.0% | -3.0% | -7.7% |
| 30D | -2.7% | -7.8% | +5.0% | -2.4% |
| 3M | +16.6% | -0.4% | +17.0% | +16.1% |
| 6M | +10.4% | -32.9% | +43.3% | +12.0% |
| YTD | -12.1% | -6.3% | -5.8% | -13.9% |
| 1Y | -23.6% | +7.9% | -31.5% | -26.9% |
| 3Y | -19.3% | +85.2% | -104.5% | -28.5% |
| 5Y | -15.4% | +97.0% | -112.3% | -28.3% |
| All | +129.7% | +495.2% | -365.5% | +49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 10y: compounded portfolio wealth divided by compounded UUUU 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…
10y analysis · Full analysis span regression · 6 months rolling