-15.4%
ROP vs UUUU
+111.0%
-126.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.3% | +5.9% | -0.3% |
| 7D | -8.0% | -5.0% | -3.0% | -7.9% |
| 30D | -2.7% | -7.8% | +5.0% | -2.6% |
| 3M | +16.6% | -0.4% | +17.0% | +16.4% |
| 6M | +10.4% | -32.9% | +43.3% | +11.5% |
| YTD | -12.1% | -6.3% | -5.8% | -13.6% |
| 1Y | -23.6% | +7.9% | -31.5% | -26.3% |
| 3Y | -19.3% | +85.2% | -104.5% | -27.2% |
| 5Y | -15.4% | +97.0% | -112.3% | -25.8% |
| All | -15.4% | +111.0% | -126.4% | -25.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling