+190.2%
B vs ROP
+140.4%
+49.8%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.6% | +1.4% | -1.8% |
| 7D | -1.6% | -4.4% | +2.8% | -1.0% |
| 30D | +9.4% | +3.2% | +6.2% | +9.1% |
| 3M | +5.0% | +23.1% | -18.1% | +2.2% |
| 6M | -3.5% | +13.3% | -16.9% | -5.3% |
| YTD | +4.5% | -7.9% | +12.3% | +5.7% |
| 1Y | +67.8% | -22.1% | +89.8% | +74.3% |
| 3Y | +196.7% | -16.8% | +213.5% | +204.3% |
| 5Y | +151.9% | -13.5% | +165.5% | +154.3% |
| All | +190.2% | +140.4% | +49.8% | +168.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling