+741.5%
ROP vs UUUU
-91.9%
+833.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.0% | -3.9% | -2.9% |
| 7D | -5.4% | +2.8% | -8.2% | -5.6% |
| 30D | -1.6% | +3.4% | -5.0% | -1.9% |
| 3M | +18.8% | -3.9% | +22.7% | +18.6% |
| 6M | +8.2% | -23.2% | +31.4% | +8.8% |
| YTD | -10.5% | +0.6% | -11.0% | -12.3% |
| 1Y | -23.7% | +22.9% | -46.6% | -26.8% |
| 3Y | -17.9% | +98.6% | -116.5% | -25.4% |
| 5Y | -15.3% | +130.2% | -145.6% | -25.9% |
| 10Y | +133.4% | +519.5% | -386.1% | +78.4% |
| All | +741.5% | -91.9% | +833.4% | +558.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling