+208.8%
C vs ROP
+185.1%
+23.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | -0.1% |
| 7D | -0.4% | +0.2% | -0.5% | -0.6% |
| 30D | -5.2% | +30.3% | -35.5% | -19.9% |
| 3M | -9.1% | +17.8% | -26.9% | -18.8% |
| 6M | -1.6% | +38.9% | -40.5% | -22.4% |
| YTD | +6.9% | +7.6% | -0.7% | -0.9% |
| 1Y | +23.0% | +6.5% | +16.5% | +14.8% |
| 3Y | +216.1% | -6.3% | +222.4% | +217.8% |
| 5Y | +112.2% | +0.9% | +111.3% | +97.3% |
| 10Y | +208.8% | +180.7% | +28.0% | +37.6% |
| All | +208.8% | +185.1% | +23.7% | +37.6% |
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