+370.0%
ALL vs ROP
+183.9%
+186.0%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | 0.0% | -2.7% | +2.7% | +1.3% |
| 30D | +12.8% | +29.7% | -16.9% | -0.3% |
| 3M | +4.7% | +21.2% | -16.5% | -4.7% |
| 6M | +24.9% | +48.3% | -23.3% | +2.9% |
| YTD | +30.0% | +8.4% | +21.6% | +23.6% |
| 1Y | +29.9% | +6.0% | +23.9% | +24.9% |
| 3Y | +117.5% | -5.6% | +123.2% | +119.3% |
| 5Y | +161.7% | +1.3% | +160.4% | +150.4% |
| All | +370.0% | +183.9% | +186.0% | +181.6% |
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