+20.3%
ARM vs ROP
+7.0%
+13.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -1.0% | +7.7% | +6.2% |
| 7D | -5.3% | -1.6% | -3.7% | -5.8% |
| 30D | -30.0% | +29.5% | -59.6% | -22.9% |
| 3M | -34.1% | +17.5% | -51.6% | -28.9% |
| 6M | -12.6% | +38.1% | -50.7% | -5.2% |
| YTD | +70.4% | +7.0% | +63.5% | +74.4% |
| All | +20.3% | +7.0% | +13.3% | +23.7% |
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