+941.2%
ROP vs WU
-19.6%
+960.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.0% | -2.6% | -3.2% |
| 7D | -4.4% | -0.8% | -3.6% | -4.2% |
| 30D | +3.2% | -1.1% | +4.3% | +3.5% |
| 3M | +23.1% | -3.9% | +26.9% | +22.9% |
| 6M | +13.3% | -20.7% | +34.0% | +21.8% |
| YTD | -7.9% | -18.4% | +10.5% | -2.2% |
| 1Y | -22.1% | -8.1% | -14.0% | -21.8% |
| 3Y | -16.8% | -24.2% | +7.4% | -12.2% |
| 5Y | -13.5% | -50.4% | +36.9% | +5.7% |
| 10Y | +137.7% | -40.0% | +177.7% | +154.9% |
| All | +941.2% | -19.6% | +960.8% | +768.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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