-20.0%
ROP vs UUUU
+96.1%
-116.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.9% | -1.3% |
| 7D | -6.1% | +1.8% | -7.9% | -6.1% |
| 30D | -3.4% | +1.8% | -5.2% | -3.3% |
| 3M | +16.7% | +1.3% | +15.4% | +17.0% |
| 6M | +8.1% | -26.8% | +34.8% | +8.4% |
| YTD | -11.7% | +0.1% | -11.8% | -12.4% |
| 1Y | -24.2% | +11.2% | -35.5% | -25.3% |
| All | -20.0% | +96.1% | -116.1% | -24.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling