+19.3%
ARM vs ROP
+10.4%
+8.9%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +3.9% | -9.2% | -3.7% |
| 7D | -18.7% | +11.7% | -30.4% | -14.8% |
| 30D | -36.7% | +35.5% | -72.1% | -29.0% |
| 3M | -31.6% | +25.6% | -57.3% | -24.6% |
| 6M | -5.6% | +39.3% | -44.9% | +4.3% |
| YTD | +75.5% | +11.6% | +63.8% | +82.6% |
| 1Y | +19.3% | +10.6% | +8.7% | +24.7% |
| All | +19.3% | +10.4% | +8.9% | +24.7% |
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