+368.4%
ALL vs ROP
+185.1%
+183.3%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.6% | +2.3% | +2.6% |
| 7D | -0.1% | +0.2% | -0.3% | -0.2% |
| 30D | +13.8% | +30.3% | -16.5% | +0.3% |
| 3M | -2.8% | +17.8% | -20.5% | -10.2% |
| 6M | +23.7% | +38.9% | -15.2% | +5.0% |
| YTD | +27.3% | +7.6% | +19.7% | +21.4% |
| 1Y | +30.5% | +6.5% | +24.0% | +25.1% |
| 3Y | +113.0% | -6.3% | +119.3% | +115.5% |
| 5Y | +157.6% | +0.9% | +156.6% | +146.7% |
| 10Y | +368.4% | +180.7% | +187.6% | +180.0% |
| All | +368.4% | +185.1% | +183.3% | +180.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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