+36.7%
ARM vs ROP
+8.8%
+27.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | +0.7% | +11.4% | +12.3% |
| 7D | +6.0% | -2.9% | +9.0% | +4.7% |
| 30D | -20.3% | +30.1% | -50.4% | -11.8% |
| 3M | -24.4% | +19.9% | -44.3% | -17.8% |
| 6M | -4.4% | +46.0% | -50.4% | +4.4% |
| YTD | +86.0% | +8.4% | +77.7% | +87.0% |
| All | +36.7% | +8.8% | +27.9% | +37.8% |
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