+29.0%
ALL vs ROP
-23.1%
+52.1%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.9% | +0.5% | -1.8% |
| 7D | -1.7% | -5.4% | +3.7% | -0.6% |
| 30D | -4.7% | -1.6% | -3.0% | -4.3% |
| 3M | +18.4% | +18.8% | -0.5% | +15.1% |
| 6M | +20.5% | +8.2% | +12.3% | +17.9% |
| YTD | +23.5% | -10.5% | +34.0% | +27.6% |
| 1Y | +29.0% | -23.7% | +52.7% | +39.6% |
| All | +29.0% | -23.1% | +52.1% | +39.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling