+228.9%
ARM vs ROP
-3.5%
+232.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.9% | +7.7% | +5.1% |
| 7D | -15.2% | +2.1% | -17.4% | -15.6% |
| 30D | -40.7% | +32.9% | -73.6% | -44.3% |
| 3M | -39.1% | +20.3% | -59.4% | -41.4% |
| 6M | -26.4% | +36.8% | -63.2% | -34.3% |
| YTD | +59.7% | +8.1% | +51.6% | +66.3% |
| 1Y | +10.3% | +8.3% | +2.1% | +14.5% |
| 3Y | +228.9% | -3.2% | +232.1% | +302.5% |
| All | +228.9% | -3.5% | +232.4% | +302.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling