+67.8%
B vs ROP
-21.5%
+89.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.6% | +1.4% | -3.0% |
| 7D | -1.6% | -4.4% | +2.8% | -2.6% |
| 30D | +9.4% | +3.2% | +6.2% | +10.3% |
| 3M | +5.0% | +23.1% | -18.1% | +11.3% |
| 6M | -3.5% | +13.3% | -16.9% | +0.8% |
| YTD | +4.5% | -7.9% | +12.3% | +4.8% |
| 1Y | +67.8% | -22.1% | +89.8% | +61.1% |
| All | +67.8% | -21.5% | +89.2% | +61.1% |
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