+29.2%
ALL vs ROP
+6.9%
+22.3%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | -0.1% | +0.2% |
| 7D | +5.0% | +0.7% | +4.3% | +4.8% |
| 30D | +13.3% | +28.8% | -15.5% | +6.7% |
| 3M | +3.2% | +21.1% | -17.9% | -1.6% |
| 6M | +25.3% | +52.5% | -27.2% | +16.0% |
| YTD | +30.5% | +8.9% | +21.6% | +30.4% |
| 1Y | +29.2% | +8.2% | +21.0% | +29.7% |
| All | +29.2% | +6.9% | +22.3% | +29.7% |
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