+223.5%
C vs ROP
+195.2%
+28.3%
-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% | +20.0% | -30.6% | -21.1% |
| 6M | -5.7% | +36.4% | -42.1% | -24.8% |
| YTD | +4.1% | +7.8% | -3.7% | -3.6% |
| 1Y | +20.5% | +8.0% | +12.5% | +11.4% |
| 3Y | +208.1% | -3.5% | +211.6% | +203.2% |
| 5Y | +110.4% | +1.5% | +109.0% | +94.8% |
| All | +223.5% | +195.2% | +28.3% | +28.3% |
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