+223.5%
C vs ROP
+196.0%
+27.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.9% | +3.4% | +2.3% |
| 7D | -2.4% | +2.1% | -4.5% | -3.7% |
| 30D | -6.0% | +32.9% | -38.9% | -21.6% |
| 3M | -10.5% | +20.3% | -30.9% | -21.2% |
| 6M | -5.7% | +36.8% | -42.5% | -24.9% |
| YTD | +4.1% | +8.1% | -4.0% | -3.7% |
| 1Y | +20.5% | +8.3% | +12.2% | +11.2% |
| 3Y | +208.1% | -3.2% | +211.4% | +202.8% |
| 5Y | +110.4% | +1.7% | +108.7% | +94.5% |
| All | +223.5% | +196.0% | +27.5% | +28.2% |
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