+200.5%
B vs ROP
+189.6%
+10.9%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.0% | +5.3% | +4.3% |
| 7D | +11.3% | -1.6% | +13.0% | +11.5% |
| 30D | +2.9% | +29.5% | -26.6% | +0.1% |
| 3M | -2.9% | +17.5% | -20.4% | -4.5% |
| 6M | -1.2% | +38.1% | -39.3% | -5.0% |
| YTD | -1.3% | +7.0% | -8.3% | -1.8% |
| 1Y | +30.4% | +6.5% | +23.9% | +29.8% |
| 3Y | +195.3% | -5.5% | +200.8% | +198.9% |
| 5Y | +146.2% | -0.4% | +146.6% | +144.7% |
| 10Y | +200.5% | +183.6% | +16.9% | +256.7% |
| All | +200.5% | +189.6% | +10.9% | +256.7% |
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