+216.9%
B vs ROP
+183.9%
+33.0%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.2% | -3.1% |
| 7D | -6.2% | -2.7% | -3.5% | -5.9% |
| 30D | -6.6% | +29.7% | -36.3% | -9.3% |
| 3M | -7.9% | +21.2% | -29.1% | -9.8% |
| 6M | -16.8% | +48.3% | -65.1% | -20.7% |
| YTD | -11.7% | +8.4% | -20.1% | -12.3% |
| 1Y | +3.5% | +6.0% | -2.5% | +3.2% |
| 3Y | +165.7% | -5.6% | +171.3% | +169.1% |
| 5Y | +108.4% | +1.3% | +107.1% | +106.7% |
| All | +216.9% | +183.9% | +33.0% | +240.9% |
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