+55.3%
B vs ROP
-23.1%
+78.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.9% | +1.4% | -2.0% |
| 7D | +2.3% | -5.4% | +7.7% | +1.2% |
| 30D | +1.4% | -1.6% | +3.0% | +1.1% |
| 3M | +12.2% | +18.8% | -6.7% | +17.9% |
| 6M | -2.1% | +8.2% | -10.3% | +1.5% |
| YTD | +2.9% | -10.5% | +13.4% | +2.9% |
| 1Y | +55.3% | -23.7% | +79.1% | +49.0% |
| All | +55.3% | -23.1% | +78.4% | +49.0% |
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