+153.8%
B vs ROP
-14.2%
+168.0%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.9% | +1.4% | -1.0% |
| 7D | +2.3% | -5.4% | +7.7% | +3.1% |
| 30D | +1.4% | -1.6% | +3.0% | +1.6% |
| 3M | +12.2% | +18.8% | -6.7% | +9.1% |
| 6M | -2.1% | +8.2% | -10.3% | -3.3% |
| YTD | +2.9% | -10.5% | +13.4% | +6.2% |
| 1Y | +55.3% | -23.7% | +79.1% | +67.5% |
| 3Y | +198.7% | -17.9% | +216.5% | +211.6% |
| 5Y | +153.8% | -15.3% | +169.1% | +148.5% |
| All | +153.8% | -14.2% | +168.0% | +148.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling