+53.5%
BE vs ROP
+14.8%
+38.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -3.6% | +10.9% | +1.8% |
| 7D | +20.0% | -4.4% | +24.4% | +11.9% |
| 30D | +7.9% | +3.2% | +4.7% | +14.5% |
| 3M | -13.2% | +23.1% | -36.3% | +20.8% |
| 6M | +53.5% | +13.3% | +40.2% | +94.4% |
| All | +53.5% | +14.8% | +38.6% | +94.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling