+41.0%
AUR vs ROP
+7.8%
+33.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.2% | -0.6% |
| 7D | +11.1% | -6.1% | +17.2% | +8.6% |
| 30D | -6.9% | -3.4% | -3.5% | -7.7% |
| 3M | +5.5% | +16.7% | -11.2% | +11.9% |
| 6M | +41.0% | +8.1% | +32.9% | +54.8% |
| All | +41.0% | +7.8% | +33.2% | +54.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling