+44.9%
C vs ROP
-21.5%
+66.3%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.6% | +3.3% | 0.0% |
| 7D | +3.6% | -4.4% | +8.1% | +4.0% |
| 30D | +0.1% | +3.2% | -3.2% | -0.3% |
| 3M | +2.4% | +23.1% | -20.6% | -1.3% |
| 6M | +24.9% | +13.3% | +11.6% | +22.6% |
| YTD | +19.8% | -7.9% | +27.7% | +20.9% |
| 1Y | +44.9% | -22.1% | +66.9% | +49.9% |
| All | +44.9% | -21.5% | +66.3% | +49.9% |
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 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